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The impact of geopolitical uncertainty on energy volatility

Liu, Yang; Han, Liyan; Xu, Yang - In: International review of financial analysis 75 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012804169

Dynamic linkage between the Chinese and global stock markets : a normal mixture approach

Wan, Li; Han, Liyan; Xu, Yang; Matousek, Roman - In: Emerging markets review 49 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013272858

Dynamic link between oil prices and exchange rates : a non-linear approach

Xu, Yang; Han, Liyan; Wan, Li; Yin, Libo - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183369

Geopolitical risk and the dynamics of international capital flows

Feng, Chaonan; Han, Liyan; Vigne, Samuel; Xu, Yang - In: Journal of international financial markets, … 82 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014245883

Does the SDR stabilize investing in commodities?

Jin, Jiayu; Han, Liyan; Xu, Yang - In: International review of economics & finance : IREF 81 (2022), pp. 160-172

Persistent link: https://www.econbiz.de/10013343511

Measuring the economic costs of terrorism

Enders, Walter; Olson, Eric - In: The Oxford handbook of the economics of peace and conflict, (pp. 362-387). 2012

Persistent link: https://www.econbiz.de/10009567916

What is a better cross-hedge for energy : equities or other commodities?

Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Global finance journal 42 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012257103

Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach

Shahzad, Syed Jawad Hussain; Kyei, Clement Kweku; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490225

Oil Strikes Back : Trend Factors and Exchange Rates

Han, Liyan - 2018

A well-known puzzle in international finance is that fluctuations in exchange rate are very difficult to predict and existing predictive models often perform worse than the naive random walk model. In this paper, we construct an oil trend factor and find that it performs better than the naive...

Persistent link: https://www.econbiz.de/10012907504

Structural Change and the Skill Premium in a Global Economy

Xu, Yang - 2018

We develop a multi-country general equilibrium model with structural change to investigate the factors affecting the global changes in the skill premium between 1997 and 2007. Trade and technological change increase the skill premium by inducing reallocations to skill-intensive sectors. We apply...

Persistent link: https://www.econbiz.de/10012929801