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Yinggang Zhou
Information about the author Yinggang Zhou will soon be added to the site.
Found
3 papers
in total
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Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes
2017
We identify networks of volatility spillovers and examine time‐varying...
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm‐Level Evidence
2013
Using credit default swap data, we propose a novel empirical framework to identify the...
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
2010
In the context of a three-moment intertemporal capital asset pricing model...
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