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Tail Risk Connectedness During Geopolitical Shocks : Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets

Hu, Yang; Corbet, Shaen; Lang, Chunlin; Hou, Greg; … - 2023

This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...

Persistent link: https://www.econbiz.de/10014354853

Aye corona! : the contagion effects of being named corona during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - 2020

Persistent link: https://www.econbiz.de/10012428518

The influence of the COVID-19 pandemic on asset-price discovery : testing the case of Chinese informational asymmetry

Corbet, Shaen; Hou, Yang; Hu, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-32

Persistent link: https://www.econbiz.de/10012437218

Aye Corona! : the contagion effects of being named Corona during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490606

An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event

Corbet, Shaen; Hou, Yang; Hu, Yang; Oxley, Les - In: Energy economics 104 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10013364245

The effects of negative reputational contagion on international airlines : the case of the Boeing 737-MAX disasters

Collings, David G.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: International review of financial analysis 80 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013366324

Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Hou, Yang - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014525956

Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots

Cioroianu, Iulia; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Research in international business and finance 70 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015053323

What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?

Hu, Yang; Hou, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012437354

What Role Do Futures Markets Play in Bitcoin Pricing? Causality, Cointegration and Price Discovery From a Time-Varying Perspective

Hu, Yang - 2019

Recent papers that have explored spot and futures markets for Bitcoin have concluded that price discovery takes place either in the spot, or the futures market. Here, we consider the robustness of previous price discovery conclusions by investigating causal relationships, cointegration and price...

Persistent link: https://www.econbiz.de/10012864151