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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
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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
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Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng; Zhu, Huiming; You, Wan-hai - In: Finance research letters 25 (2018), pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
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Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi; Zhu, Huiming; Zhang, Zhongqingyang; Mao, … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
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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
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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