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Yonghong Jiang
Yonghong Jiang
School of Economics and Institute of Finance,Jinan University
在 jnu.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Time-varying long-term memory in Bitcoin market
Y Jiang, H Nie, W Ruan
Finance Research Letters 25, 280-284, 2018
3202018
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Y Jiang, C Jiang, H Nie, B Mo
Energy 166, 577-586, 2019
1102019
Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests
Y Jiang, H Nie, JY Monginsidi
Economic Modelling 64, 384-398, 2017
1082017
Dynamic linkages among the gold market, US dollar and crude oil market
B Mo, H Nie, Y Jiang
Physica A: Statistical Mechanics and its Applications 491, 984-994, 2018
1072018
Visiting effects of crude oil price on economic growth in BRICS countries: fresh evidence from wavelet-based quantile-on-quantile tests
B Mo, C Chen, H Nie, Y Jiang
Energy 178, 234-251, 2019
1032019
Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective
Y Jiang, J Lie, J Wang, J Mu
Economic Modelling 95, 21-34, 2021
972021
Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China
Y Jiang, Z Zhu, G Tian, H Nie
Finance Research Letters 31, 2019
962019
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis
Y Jiang, L Wu, G Tian, H Nie
Journal of International Financial Markets, Institutions and Money 72, 101324, 2021
882021
Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock
Y Jiang, G Tian, Y Wu, B Mo
International Journal of Finance & Economics 27 (1), 320-333, 2022
782022
Risk spillover effects from global crude oil market to China’s commodity sectors
J Meng, H Nie, B Mo, Y Jiang
Energy 202, 117208, 2020
782020
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
Y Jiang, Q Feng, B Mo, H Nie
The North American Journal of Economics and Finance 52, 101161, 2020
782020
Risk spillovers and portfolio management between precious metal and BRICS stock markets
Y Jiang, Y Fu, W Ruan
Physica A: Statistical Mechanics and its Applications 534, 120993, 2019
672019
Dynamic linkages among global oil market, agricultural raw material markets and metal markets: an application of wavelet and copula approaches
Y Jiang, J Lao, B Mo, H Nie
Physica A: Statistical Mechanics and its Applications 508, 265-279, 2018
632018
Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets
Y Jiang, J Wang, J Lie, B Mo
Energy 233, 121191, 2021
572021
Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries
Y Jiang, G Tian, B Mo
Financial Innovation 6, 1-26, 2020
512020
Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets
J Lao, H Nie, Y Jiang
Physica A: Statistical Mechanics and its Applications 499, 420-427, 2018
342018
The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches
Y Jiang, J Wang, Z Ao, Y Wang
Economic Modelling 116, 106038, 2022
312022
Connectedness of commodity, exchange rate and categorical economic policy uncertainties—evidence from China
L Song, G Tian, Y Jiang
The North American Journal of Economics and Finance 60, 101656, 2022
262022
Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method
Y Jiang, J Mu, H Nie, L Wu
International Journal of Finance & Economics 27 (3), 3386-3404, 2022
252022
Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China
Y Jiang, L He, J Meng, H Nie
Physica A: Statistical Mechanics and its Applications 521, 626-634, 2019
232019
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