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Yang Hu
Yang Hu
Senior Lecturer in Finance, University of Waikato
Verified email at waikato.ac.nz - Homepage
Title
Cited by
Cited by
Year
Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
S Corbet, Y Hou, Y Hu, B Lucey, L Oxley
Finance Research Letters 38, 101591, 2021
2752021
Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
S Corbet, YG Hou, Y Hu, C Larkin, L Oxley
Economics Letters 194, 109377, 2020
2522020
Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
S Corbet, YG Hou, Y Hu, L Oxley, D Xu
International Review of Economics & Finance 71, 55-81, 2021
2352021
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
S Corbet, YG Hou, Y Hu, C Larkin, B Lucey, L Oxley
Finance Research Letters 45, 102137, 2022
952022
The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry
S Corbet, Y Hou, Y Hu, L Oxley
International Review of Financial Analysis 72, 101560, 2020
942020
Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework
Y Hu, HGA Valera, L Oxley
Finance Research Letters 31, 138-145, 2019
912019
evmix: An R package for extreme value mixture modeling, threshold estimation and boundary corrected kernel density estimation
Y Hu, C Scarrott
Journal of Statistical Software 84 (5), 2018
672018
Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
Y Hu, L Oxley
Economic Modelling 64, 419-442, 2017
552017
Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s
Y Hu, L Oxley
Journal of the Japanese and International Economies 50, 89-95, 2018
442018
What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?
Y Hu, YG Hou, L Oxley
International Review of Financial Analysis 72, 101569, 2020
402020
Bubbles in US regional house prices: evidence from house price–income ratios at the State level
Y Hu, L Oxley
Applied Economics 50 (29), 3196-3229, 2018
402018
Volatility spillovers during market supply shocks: The case of negative oil prices
S Corbet, YG Hou, Y Hu, L Oxley
Resources Policy 74, 102357, 2021
372021
The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
S Corbet, YG Hou, Y Hu, L Oxley
Research in International Business and Finance 59, 101510, 2022
362022
We Reddit in a forum: The influence of messaging boards on firm stability
S Corbet, G Hou, Y Hu, L Oxley
Available at SSRN 3776445, 2021
322021
Does blockchain patent-development influence Bitcoin risk?
Y Hu, YG Hou, L Oxley, S Corbet
Journal of International Financial Markets, Institutions and Money 70, 101263, 2021
322021
An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
S Corbet, YG Hou, Y Hu, L Oxley
Energy Economics 104, 105589, 2021
302021
Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?
Y Hu, L Oxley
Economics Letters 162, 131-134, 2018
292018
Extreme Value Mixture Modelling with Simulation Study and Applications in Finance and Insurance
Y Hu
University of Canterbury., 2013
282013
Financial contagion among COVID-19 concept-related stocks in China
S Corbet, Y Hou, Y Hu, L Oxley
Applied Economics 54 (21), 2439-2452, 2022
262022
Did COVID-19 tourism sector supports alleviate investor fear?
S Corbet, Y Hou, Y Hu, L Oxley
Annals of Tourism Research 95, 103434, 2022
252022
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