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Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing; Tian, Shuairu; Yuan, Nannan; Hamori, … - In: Journal of international financial markets, … 48 (2017), pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
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Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
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Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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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
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Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu; Tian, Shuairu; Yang, Wei; Xu, Mingli; Hamori, … - In: The North American journal of economics and finance : a … 45 (2018), pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
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The stock-bond comovements and cross-market trading
Li, Mengling; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
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Last hour momentum in the Chinese stock market
Yang, Lu - In: China finance review international 12 (2021) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10012880142
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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
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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
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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