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Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach

Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507

Persistent link: https://www.econbiz.de/10011819559

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis

Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146

Persistent link: https://www.econbiz.de/10013411351

Frequency Domain Causality and Quantile Connectedness Between Investor Sentiment and Cryptocurrency Returns

Zhu, Huiming; Ren, Ying-hua; Xing, Zhanming; Chen, Yiwen; … - 2022

This article investigates the frequency domain causality and quantile connectedness between online investor fear sentiment and cryptocurrency returns over the period from July 2016 to July 2021. We put forwards frequency domain nonparametric Granger causality, cross-quantile coherency and...

Persistent link: https://www.econbiz.de/10013406403

Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives

Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013449362

Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns

Zhu, Huiming; Xing, Zhanming; Ren, Ying-hua; Chen, Yiwen; … - In: International review of economics & finance : IREF 88 (2023), pp. 1035-1051

Persistent link: https://www.econbiz.de/10014475089