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Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe

Yang, Lu - In: Journal of commodity markets 25 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013204465

Adding "things" to the internet : exploring the spillover effect of technology acceptance

Lu, Yang; Papagiannidis, Savvas; Alamanos, Eleftherios - In: Journal of marketing management : JMM ; journal of the … 37 (2021) 7/8, pp. 626-650

Persistent link: https://www.econbiz.de/10012584559

Spatial linkage of volatility spillovers and its explanation across G20 stock markets : a network framework

Zhang, Weiping; Zhuang, Xintian; Lu, Yang; Wang, Jian - In: International review of financial analysis 71 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012435765

Spatial spillover effects and risk contagion around G20 stock markets based on volatility network

Zhang, Weiping; Zhuang, Xintian; Lu, Yang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012659562

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012664822

Risk spillover from international financial markets and China's macro-economy : a MIDAS-CoVaR-QR model

Yang, Lu; Cui, Xue; Yang, Lei; Hamori, Shigeyuki; Cai, … - In: International review of economics & finance : IREF 84 (2023), pp. 55-69

Persistent link: https://www.econbiz.de/10014342993

Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand

Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155

Persistent link: https://www.econbiz.de/10010498752

Dependence structures and risk spillover in China's credit bond market : a copula and CoVaR approach

Yang, Lu; Yang, Lei; Ho, Kung-Cheng; Hamori, Shigeyuki - In: Journal of Asian economics 68 (2020)

Persistent link: https://www.econbiz.de/10012513082

Systemic risk and idiosyncratic networks among global systemically important banks

Cui, Xue; Yang, Lu - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 58-75

Persistent link: https://www.econbiz.de/10014468986

Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand

Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin Finance Journal 26 (2014) C, pp. 145-155

In this paper, we investigate the spillover effect from US monetary policy to selected ASEAN stock markets by employing Markov-switching models. Based on univariate Markov-switching models, we confirm the existence of two distinct regimes for both US monetary policy and the stock markets. By...

Persistent link: https://www.econbiz.de/10010753129