Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis L Yang, XJ Cai, S Hamori International Review of Economics & Finance 49, 536-547, 2017 | 236 | 2017 |
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective L Yang Energy Economics 80, 219-233, 2019 | 157 | 2019 |
Interdependence of foreign exchange markets: A wavelet coherence analysis L Yang, XJ Cai, H Zhang, S Hamori Economic Modelling 55, 6-14, 2016 | 121 | 2016 |
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis K Wu, J Zhu, M Xu, L Yang The North American Journal of Economics and Finance 53, 101194, 2020 | 118 | 2020 |
Asymmetric risk spillover between financial market uncertainty and the carbon market: A GAS–DCS–copula approach N Yuan, L Yang Journal of Cleaner Production 259, 120750, 2020 | 88 | 2020 |
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand L Yang, S Hamori Pacific-Basin Finance Journal 26, 145-155, 2014 | 75 | 2014 |
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries L Yang, L Yang, S Hamori International Review of Financial Analysis 59, 19-34, 2018 | 62 | 2018 |
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market KC Ho, L Yang, S Luo Journal of Business Research 140, 638-656, 2022 | 57 | 2022 |
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? L Yang, S Hamori International Review of Financial Analysis 77, 101864, 2021 | 57 | 2021 |
Assessing the impact of digital financial inclusion on PM2. 5 concentration: Evidence from China L Yang, L Wang, X Ren Environmental Science and Pollution Research, 1-8, 2022 | 54 | 2022 |
Corporate social responsibility, market reaction and accounting conservatism X Shen, KC Ho, L Yang, LFS Wang Kybernetes 50 (6), 1837-1872, 2021 | 52 | 2021 |
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas L Yang, XJ Cai, M Li, S Hamori Economic Modelling 51, 308-314, 2015 | 52 | 2015 |
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe L Yang Journal of Commodity Markets 25, 100185, 2022 | 48 | 2022 |
What determines the long-term correlation between oil prices and exchange rates? L Yang, XJ Cai, S Hamori The North American Journal of Economics and Finance 44, 140-152, 2018 | 48 | 2018 |
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach L Yang, S Tian, W Yang, M Xu, S Hamori The North American Journal of Economics and Finance 45, 116-137, 2018 | 47 | 2018 |
Do anticorruption efforts affect banking system stability? KC Ho, JZ Ma, L Yang, L Shi The Journal of International Trade & Economic Development 28 (3), 277-298, 2019 | 44 | 2019 |
Gold prices and exchange rates: a time-varying copula analysis L Yang, S Hamori Applied Financial Economics 24 (1), 41-50, 2014 | 43 | 2014 |
Dependence structure among international stock markets: a GARCH–copula analysis L Yang, S Hamori Applied Financial Economics 23 (23), 1805-1817, 2013 | 43 | 2013 |
Systemic risk and economic policy uncertainty: International evidence from the crude oil market L Yang, S Hamori Economic Analysis and Policy 69, 142-158, 2021 | 40 | 2021 |
Network structures and idiosyncratic contagion in the European sovereign credit default swap market W Chen, KC Ho, L Yang International Review of Financial Analysis 72, 101594, 2020 | 36 | 2020 |