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1
A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
Saved in:
2
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
3
The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis
Chen, Qiang
;
Gong, Yuting
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 102-121
Persistent link: https://www.econbiz.de/10012322288
Saved in:
4
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
5
Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war
Gong, Yuting
;
Li, Kevin Xingang
;
Chen, Shu-Ling
;
Shi, …
- In:
Transportation research / E : an international journal
136
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012233642
Saved in:
6
The impact of EPU spillovers on the bond market volatility : global evidence
Gong, Yuting
;
Li, Xiao
;
Xue, Wenjun
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473341
Saved in:
7
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
8
EPU spillovers and stock return predictability : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013357291
Saved in:
9
Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting
;
Wang, Xueqin
;
Zhu, Mo
;
Ge, Ying-En
;
Shi, …
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
Saved in:
10
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
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