Wenna Lu - Research output - Cardiff Metropolitan University Research Explorer

Research activity per year

4 Article

4 results

2024

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 Access

2 Citations (Scopus)
2023

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 Access
File

1 Downloads (Pure)
2018

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 Access
File

17 Citations (Scopus)

7 Downloads (Pure)
2016

Dodging the steamroller: Fundamentals versus the carry trade
Copeland, L. & Lu, W., 19 Apr 2016, In: Journal of International Financial Markets, Institutions and Money. 42, p. 115-131 17 p.
Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)