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Heterogeneous impacts of international oil price shocks on the stock market : evidence from China

Zhang, Xiang; Liu, Lu - In: Emerging markets, finance and trade : EMFT 56 (2020) 12, pp. 2749-2771

Persistent link: https://www.econbiz.de/10012312677

Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

Persistent link: https://www.econbiz.de/10010520085

International stock market interdependence : are developing markets the same as developed markets?

Liu, Lu - In: Journal of international financial markets, … 26 (2013), pp. 226-238

Persistent link: https://www.econbiz.de/10010234898

Cross-border asset holdings and comovements in sovereign bond markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - In: Journal of international money and finance 86 (2018), pp. 189-206

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A spatial analysis of international stock market linkages

Asgharian, Hossein; Hess, Wolfgang; Liu, Lu - In: Journal of banking & finance 37 (2013) 12, pp. 4738-4754

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Structural Multivariate Spatial Econometrics : Application to Cross-Country Interdependence of Stock and Bond Markets

Asgharian, Hossein - 2020

We develop a structural multivariate spatial regression model allowing us to incorporate both inter- and intralocation effects among different variables. The existing multivariate spatial regression approaches are not able to simultaneously account for these effects. The currently available...

Persistent link: https://www.econbiz.de/10012842861