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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

Financial market information flows when counteracting rogue states : the indirect effects of targeted sanction packages

Conlon, Thomas; Corbet, Shaen; Goodell, John W.; Hou, Yang - In: Journal of economic behavior & organization 217 (2024), pp. 32-62

Persistent link: https://www.econbiz.de/10014552742

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

Contagion effects of permissionless, worthless cryptocurrency tokens : evidence from the collapse of FTX

Conlon, Thomas; Corbet, Shaen; Hou, Yang - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494828