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Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? : New evidence from quantile coherency analysis

Jiang, Yonghong; Wu, Lanxin; Tian, Gengyu; Nie, He - In: Journal of international financial markets, … 72 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012801456

Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method

Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476

Persistent link: https://www.econbiz.de/10011854926

Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

Nie, He; Jiang, Yonghong; Yang, Baoqing - In: Applied economics letters 25 (2018) 11, pp. 747-751

Persistent link: https://www.econbiz.de/10012129834

Time-frequency analysis of risk spillovers from oil to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method

Jiang, Yonghong; Mu, Jinqi; Nie, He; Wu, Lanxin - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3386-3404

Persistent link: https://www.econbiz.de/10013329872

Research of Chinese stock market’ complex network structure

Nie, He; Zhang, Yuan-Biao; Chen, Jun-Ru; Lv, Xin-Guang - In: International journal of economics and finance 7 (2015) 5, pp. 116-124

Persistent link: https://www.econbiz.de/10010528275

Revisiting the roles of cryptocurrencies in stock markets : a quantile coherency perspective

Jiang, Yonghong; Lie, Jiayi; Wang, Jieru; Mu, Jinqi - In: Economic modelling 95 (2021), pp. 21-34

Persistent link: https://www.econbiz.de/10012695627

Spillover and quantile linkage between oil price shocks and stock returns : new evidence from G7 countries

Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial innovation : FIN 6 (2020) 42, pp. 1-26

The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020. We adopt a similar approach to Kilian (Am Econ...

Persistent link: https://www.econbiz.de/10012418406