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Bin Mo
Bin Mo
Guangzhou University
在 gzhu.edu.cn 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
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
1042019
Does mandatory CSR disclosure affect enterprise total factor productivity?
Z Li, F Zou, B Mo
Economic research-Ekonomska istraživanja 35 (1), 4902-4921, 2022
832022
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
802020
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
792022
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
792020
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
652018
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
592021
Can digital finance promote urban innovation? Evidence from China
Z Li, H Chen, B Mo
Borsa Istanbul Review 23 (2), 285-296, 2023
552023
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
542020
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
Z Li, B Mo, H Nie
International Review of Economics & Finance 86, 46-57, 2023
492023
Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets
B Mo, J Meng, L Zheng
Resources Policy 77, 102731, 2022
422022
Revisiting the valuable roles of global financial assets for international stock markets: Quantile coherence and causality-in-quantiles approaches
Z Li, Z Ao, B Mo
Mathematics 9 (15), 1750, 2021
422021
The dynamics of carbon on green energy equity investment: quantile-on-quantile and quantile coherency approaches
B Mo, Z Li, J Meng
Environmental Science and Pollution Research 29 (4), 5912-5922, 2022
302022
Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method
Y Jiang, B Mo, H Nie
Applied Economics Letters 25 (7), 472-476, 2018
202018
Does environmental policy affect green total factor productivity? Quasi-natural experiment based on China’s air pollution control and prevention action plan
T Li, J Ma, B Mo
International Journal of Environmental Research and Public Health 18 (15), 8216, 2021
182021
Does the land market have an impact on green total factor productivity? A case study on China
T Li, J Ma, B Mo
Land 10 (6), 595, 2021
162021
The relationship between news-based implied volatility and volatility of US stock market: What can we learn from multiscale perspective?
B Mo, J Mu, B Zhang
Physica A: Statistical Mechanics and its Applications 526, 121003, 2019
152019
The spillover effect of international monetary policy on China’s financial market
C Yang, L Chen, B Mo
Quantitative Finance and Economics 7 (4), 508-537, 2023
122023
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