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~subject:"Welt"
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Welt
Theorie
147
Theory
147
Estimation theory
68
Schätztheorie
68
Yield curve
51
Zinsstruktur
51
Kreditrisiko
48
Credit risk
42
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37
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28
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28
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25
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24
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22
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21
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20
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20
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21
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Yang, Lu
16
Hamori, Shigeyuki
10
Cai, Xiao Jing
4
Lu, Yang
4
Chen, Wang
3
Cui, Xue
3
Yang, Lei
3
Ho, Kung-Cheng
2
Cai, Xiaojing
1
Ho (何), Kung-Cheng (恭政)
1
Hu, Shichao
1
Li, Mengling
1
Ma, Jason Zhe
1
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1
Monfort, Alain
1
Peng, Wei
1
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1
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1
Siegfried, Patrick
1
Trognon, Alain
1
Wu, Kai
1
Xu, Mingli
1
Zeng, Yu-feng
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International review of financial analysis
4
International review of economics & finance : IREF
3
Economic modelling
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of economics and statistics
1
Annals of financial economics
1
Energy economics
1
Financial innovation : FIN
1
Frontiers of economics in China : selected publications from Chinese universities
1
International journal of finance & economics : IJFE
1
Journal of international trade & economic development : an international and comparative review
1
Transition studies review
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ECONIS (ZBW)
21
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1
Do environmental regulations influence the competitiveness of pollution-intensive products?
Lu, Yang
- In:
Frontiers of economics in China : selected publications …
5
(
2010
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10009301572
Saved in:
2
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
Saved in:
3
EU accession, financial integration, and contagion effects : dynamic correlation analysis of CEEC-3 bond markets
Yang, Lu
;
Hamori, Shigeyuki
- In:
Transition studies review
20
(
2013
)
2
,
pp. 179-189
Persistent link: https://www.econbiz.de/10010192956
Saved in:
4
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Li, Mengling
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
5
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 536-547
Persistent link: https://www.econbiz.de/10011748693
Saved in:
6
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
7
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
8
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
Saved in:
9
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
10
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu
;
Yang, Lei
;
Hamori, Shigeyuki
- In:
International review of financial analysis
59
(
2018
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
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