Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 6 Article
-
Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting
Xu, Y., Lyu, J. & Lu, W., 19 Mar 2026, In: Mathematics. 14, 6, 1053.Research output: Contribution to journal › Article › peer-review
Open Access -
Exchange Rate Risk and Deviations From Purchasing Power Parity
Arghyrou, M. G., Lu, W. & Pourpourides, P. M., 6 Apr 2025, In: International Journal of Finance and Economics. 31, 1, p. 655-673 19 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Y., Guan, B., Lu, W. & Heravi, S., 10 Jul 2024, In: Energy Economics. 136, p. 107750 107750.Research output: Contribution to journal › Article › peer-review
Open Access13 Citations (Scopus) -
The pricing of unexpected volatility in the currency market
Lu, W., Copeland, L. & Xu, Y., 22 Mar 2023, In: European Journal of Finance. 29, 17, p. 2032-2046 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Downloads (Pure) -
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
Xu, Y., Taylor, N. & Lu, W., 31 Jan 2018, In: International Review of Financial Analysis. 56, p. 208-220 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile19 Citations (Scopus)11 Downloads (Pure)