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Can the Baltic Dry Index predict foreign exchange rates?

Han, Liyan; Wan, Li; Xu, Yang - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430785

Dynamic linkage between the Chinese and global stock markets : a normal mixture approach

Wan, Li; Han, Liyan; Xu, Yang; Matousek, Roman - In: Emerging markets review 49 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013272858

Does investor attention matter? : the attention-return relation in gold futures market

Han, Liyan; Yang, Xu; Yin, Libo - 2017

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect can be positive or negative depending on how...

Persistent link: https://www.econbiz.de/10011664942

Forecasting the CNY-CNH pricing differential : the role of investor attention

Han, Liyan; Xu, Yang; Yin, Libo - In: Pacific-Basin finance journal 49 (2018), pp. 232-247

Persistent link: https://www.econbiz.de/10012117700

Does investor attention matter? : the attention-return relationships in FX markets

Han, Liyan; Xu, Yang; Yin, Libo - In: Economic modelling 68 (2018), pp. 644-660

Persistent link: https://www.econbiz.de/10011936178

Options strategies for international portfolios with overall risk management via multi-stage stochastic programming

Yin, Libo; Han, Liyan - In: Including special section: applications of operations …, (pp. 557-576). 2013

Persistent link: https://www.econbiz.de/10009792017

Exogenous shocks and information transmission in global copper futures markets

Yin, Libo; Han, Liyan - In: The journal of futures markets 33 (2013) 8, pp. 724-751

Persistent link: https://www.econbiz.de/10009779087

Spillovers of macroeconomic uncertainty among major economies

Yin, Libo; Han, Liyan - In: Applied economics letters 21 (2014) 13/15, pp. 938-944

Persistent link: https://www.econbiz.de/10010418311

Hedging international foreign exchange risks via option based portfolio insurance

Yin, Libo; Han, Liyan - In: Computational economics 45 (2015) 1, pp. 151-181

Persistent link: https://www.econbiz.de/10010511321

Do foreign institutional investors stabilize the capital market?

Han, Liyan; Zheng, Qingqing; Li, Lei; Yin, Libo - In: Economics letters 136 (2015), pp. 73-75

Persistent link: https://www.econbiz.de/10011435865