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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

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

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

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

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

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

Testing asymmetric correlations in stock returns via empirical likelihood method

Pan, Zhiyuan; Zheng, Xu; Chen, Qiang - In: China finance review international 4 (2014) 1, pp. 42-57

Persistent link: https://www.econbiz.de/10010259699

Investigation on the Effect of Global EPU Spillovers on Country-level Stock Market Idiosyncratic Volatility

Caglayan, Mustafa Onur; Gong, Yuting; Xue, Wenjun - 2022

Using the multivariate quantile model, this paper develops a global economic policy uncertainty (EPU) spillover measure for each country, and investigates the spillover effects on the country-level stock market idiosyncratic volatility across a sample of 23 economies. The regression results show...

Persistent link: https://www.econbiz.de/10013406077