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Yinggang Zhou
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Cited by
Cited by
Year
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
J Yang, Z Yang, Y Zhou
Journal of Futures Markets 32 (2), 99-121, 2012
2862012
The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
J Yang, Y Zhou, Z Wang
Journal of Banking & Finance 33 (4), 670-680, 2009
2292009
Quantitative easing and volatility spillovers across countries and asset classes
Z Yang, Y Zhou
Management Science 63 (2), 333-354, 2017
2192017
中国股市弱式有效吗?
张亦春, 周颖刚
金融研究 3, 34-40, 2001
1292001
Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets
J Yang, Y Zhou, WK Leung
The Journal of Real Estate Finance and Economics 45, 491-521, 2012
1242012
Credit risk spillovers among financial institutions around the global credit crisis: Firm-level evidence
J Yang, Y Zhou
Management Science 59 (10), 2343-2359, 2013
1212013
Return and volatility transmission between China's and international crude oil futures markets: A first look
J Yang, Y Zhou
Journal of Futures Markets 40 (6), 860-884, 2020
692020
Conditional coskewness in stock and bond markets: time-series evidence
J Yang, Y Zhou, Z Wang
Management Science 56 (11), 2031-2049, 2010
532010
信息不对称, 企业改革和证券市场
张亦春, 周颖刚
经济研究 5, 1997
421997
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Y Zhou
Journal of Banking & Finance 38, 216-228, 2014
342014
Conditional co-skewness and safe-haven currencies: A regime switching approach
K Chan, J Yang, Y Zhou
Journal of Empirical Finance 48, 58-80, 2018
332018
Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices
Z Yang, Y Zhou, X Cheng
Journal of Futures Markets 40 (3), 392-409, 2020
312020
中国股市弱式有效研究综述
张亦春, 周颖刚
当代财经, 30-32, 2001
292001
What makes the VIX tick?
W Bailey, L Zheng, Y Zhou
Available at SSRN 2143891, 2014
212014
Property investment and rental rate under housing price uncertainty: a real options approach
H Wang, F Yu, Y Zhou
Real Estate Economics 48 (2), 633-665, 2020
202020
高房价挤出了谁?——基于中国流动人口的微观视角
周颖刚, 蒙莉娜, 卢琪
经济研究 54 (9), 106-122, 2019
192019
中国股票市场: 监控功能的缺陷与变革
张亦春, 周颖刚
管理世界 1, 1999
191999
Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis
X Cheng, H Chen, Y Zhou
Journal of International Money and Finance 113, 102359, 2021
142021
Do securitized real estate markets jump? International evidence
J Li, G Li, Y Zhou
Pacific-Basin Finance Journal 31, 13-35, 2015
142015
Housing boom and household migration decision: new evidence from China
L Meng, X Xiao, Y Zhou
The Journal of Real Estate Finance and Economics 67 (3), 453-479, 2023
122023
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Articles 1–20