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Aye corona! : the contagion effects of being named corona during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - 2020

Persistent link: https://www.econbiz.de/10012428518

Aye Corona! : the contagion effects of being named Corona during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490606

Green bonds and traditional and emerging investments : understanding connectedness during crises

Xu, Danyang; Hu, Yang; Corbet, Shaen; Hou, Yang; Oxley, Les - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014534853

Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Hou, Yang - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014525956

Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots

Cioroianu, Iulia; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Research in international business and finance 70 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015053323

Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

Hu, Yang; Oxley, Les - In: Journal of the Japanese and international economies : … 50 (2018), pp. 89-95

Persistent link: https://www.econbiz.de/10012111868

Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

Hu, Yang; Oxley, Les - 2017

Persistent link: https://www.econbiz.de/10011772141

Financial Contagion among COVID-19 Concept-Related Stocks in China

Corbet, Shaen; Hou, Greg; Hu, Yang; Oxley, Les - 2022

This paper investigates, for the first time, the presence of financial contagion among several important Chinese coronavirus concept-based stock indices during the recent COVID-19 global pandemic. We utilise a regime-switching skew-normal (RSSN) methodology to test for contagion through the...

Persistent link: https://www.econbiz.de/10013302717

Tail Risk Connectedness During Geopolitical Shocks : Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets

Hu, Yang; Corbet, Shaen; Lang, Chunlin; Hou, Greg; … - 2023

This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...

Persistent link: https://www.econbiz.de/10014354853

Volatility behaviour of stock index futures in China : a bivariate GARCH approach

Hou, Yang; Li, Steven - In: Studies in economics and finance 32 (2015) 1, pp. 128-154

Persistent link: https://www.econbiz.de/10011380764