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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~person:"Hau, Liya"
~person:"Yang, Lu"
~subject:"Capital income"
~subject:"China"
~subject:"Chinese stock market"
~subject:"DCC-MIDAS"
~subject:"Exchange rate"
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Wechselkurs"
~subject:"World"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Rezension"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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Capital income
China
Chinese stock market
DCC-MIDAS
Exchange rate
Germany
Impact assessment
Wechselkurs
World
Estimation
7
Schätzung
7
Oil price
6
Ölpreis
6
Erdöl
5
Petroleum
5
Volatility
5
Volatilität
5
Welt
5
Aktienmarkt
4
Crude oil
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State space model
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Internationaler Finanzmarkt
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Kausalanalyse
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Amtsdruckschrift
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Aufsatz in Zeitschriften
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Aufsatz in Zeitschrift
10
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Bulgarian
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Author
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Hau, Liya
Yang, Lu
Gupta, Rangan
16
Lee, Chien-chiang
12
Kang, Sang Hoon
9
Wohar, Mark E.
9
Zhu, Huiming
9
Chan, Kam C.
8
Xuan Vinh Vo
8
Mensi, Walid
7
Ur Rehman, Mobeen
7
Balcilar, Mehmet
6
Hamori, Shigeyuki
6
Ryu, Doojin
6
Anwar, Sajid
5
Cho, Hoon
5
Dai, Zhifeng
5
Pierdzioch, Christian
5
Salisu, Afees A.
5
Zhuang, Xintian
5
Chang, Chia-Lin
4
Chen, Mei-Ping
4
Gao, Yang
4
Huang, Ying
4
Jung, Hojin
4
Kim, Jong-Min
4
Kinkyō, Takuji
4
Li, Yanshuang
4
Lien, Da-hsiang Donald
4
McAleer, Michael
4
Mendonça, Helder Ferreira de
4
Seok, Sang Ik
4
Von Furstenberg, George M.
4
Wang, Jian
4
Wen, Fenghua
4
Yin, Libo
4
Yoon, Seong-min
4
Zhang, Zhaoyong
4
Zhou, Liyun
4
Beckmann, Joscha
3
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The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
4
International review of financial analysis
4
Applied financial economics
2
Economic modelling
2
Journal of Asian economics
2
Applied economics
1
Applied economics letters
1
China finance review international
1
China political economy
1
Energy economics
1
Financial innovation : FIN
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
International journal of business and economics research : IJBER
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
Journal of business research : JBR
1
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
The Australian journal of agricultural and resource economics
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The Singapore economic review
1
Transition studies review
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ECONIS (ZBW)
10
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1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
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
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
5
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
6
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:
7
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
8
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
Saved in:
9
What determines the long-term correlation between oil prices and exchange rates?
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012036525
Saved in:
10
Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
Saved in:
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