Long memory in asymmetric dependence between LME and Chinese aluminum futures

von Gong, Yuting
Veröffentlicht in The journal of futures markets (2016)

The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis

von Chen, Qiang
Veröffentlicht in International review of economics & finance (2019)

A model-free test for contagion between crude oil and stock markets

von Pan, Zhiyuan
Veröffentlicht in Economics letters (2015)

The impact of EPU spillovers on the bond market volatility : global evidence

von Gong, Yuting
Veröffentlicht in Finance research letters (2023)

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

von Gong, Yuting
Veröffentlicht in Economic modelling (2018)

EPU spillovers and stock return predictability : a cross-country study

von Gong, Yuting
Veröffentlicht in Journal of international financial markets, institutions & money (2022)

Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war

von Gong, Yuting
Veröffentlicht in Transportation research / E (2020)