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Oil price shocks and Chinese economy revisited : new evidence from SVAR model with sign restrictions
Liu, Donghui; Lingjie, Meng; Wang, Yudong - In: International review of economics & finance : IREF 69 (2020), pp. 20-32
Persistent link: https://www.econbiz.de/10012486321
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It's not that important : the negligible effect of oil market uncertainty
Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
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Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong; Wang, Yudong - In: International review of economics & finance : IREF 80 (2022), pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
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Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Quantitative finance 21 (2021) 11, pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
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Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666