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Investor attention and cryptocurrency : evidence from wavelet-based quantile Granger causality analysis
Li, Rong; Li, Sufang; Yuan, Di; Zhu, Huiming - In: Research in international business and finance 56 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10013269441
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Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era
Li, Rong; Li, Sufang; Yuan, Di; Chen, Hong; Xiang, Shilei - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246752
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Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
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Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng; Xu, Yixiong; Yuan, Di - In: International review of economics & finance : IREF 89 (2024) 1, pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
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Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries
Li, Dongxin; Zhang, Feipeng; Yuan, Di; Cai, Yuan - In: International review of economics & finance : IREF 89 (2024) 1, pp. 909-939
Persistent link: https://www.econbiz.de/10014446610
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Oil and BRIC stock markets before and after COVID-19 : a local Gaussian correlation approach
Yuan, Di; Zhang, Feipeng; Cuia, Fenghui; Wang, Shuo - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 6, pp. 1592-1602
Persistent link: https://www.econbiz.de/10012514925
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The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model
Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015077268
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Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data
Li, Sufang; Tu, Dalun; Zeng, Yan; Gong, Chenggang; Yuan, Di - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540420
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Investor attention and crude oil prices : evidence from nonlinear Granger causality tests
Li, Sufang; Zhang, Hu; Yuan, Di - In: Energy economics 84 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012183252
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Dynamic dependence structure between Chinese stock market returns and RMB exchange rates
Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3553-3574
Persistent link: https://www.econbiz.de/10012211176