| Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war Y Gong, KX Li, SL Chen, W Shi Transportation Research Part E: Logistics and Transportation Review 136, 101900, 2020 | 33 | 2020 |
| A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets Y Gong, Q Chen, J Liang Economic Modelling 68, 586-598, 2018 | 29 | 2018 |
| What affects the relationship between oil prices and the US stock market? A mixed-data sampling copula approach Y Gong, R Bu, Q Chen Journal of Financial Econometrics 20 (2), 253-277, 2022 | 17 | 2022 |
| Heterogeneity of inbound tourism driven by exchange rate fluctuations: implications for tourism business recovery and resilience in Australia W Shi, Y Gong, L Wang, N Nikolova Current Issues in Tourism 26 (3), 450-467, 2023 | 13 | 2023 |
| The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis Q Chen, Y Gong International Review of Economics & Finance 64, 102-121, 2019 | 13 | 2019 |
| EPU spillovers and stock return predictability: A cross-country study Y Gong, Z He, W Xue Journal of International Financial Markets, Institutions and Money 78, 101556, 2022 | 10 | 2022 |
| Long memory in asymmetric dependence between LME and Chinese aluminum futures Y Gong, X Zheng Journal of Futures Markets 36 (3), 267-294, 2016 | 10 | 2016 |
| A model-free test for contagion between crude oil and stock markets Z Pan, X Zheng, Y Gong Economics letters 130, 1-4, 2015 | 10 | 2015 |
| 基于混频模型的 CPI 短期预测研究 龚玉婷， 陈强， 郑旭 统计研究 31 (12), 25-31, 2014 | 10 | 2014 |
| Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach Y Gong, C Ma, Q Chen Journal of International Money and Finance 123, 102597, 2022 | 9 | 2022 |
| An empirical analysis of dynamic relationship between stock market and bond market based on information shocks Q Chen, D Chen, YT Gong China Finance Review International 2 (3), 265-285, 2012 | 8 | 2012 |
| The impact of EPU spillovers on the bond market volatility: Global evidence Y Gong, X Li, W Xue Finance Research Letters 55, 103931, 2023 | 6 | 2023 |
| 谁真正影响了股票和债券市场的相关性?——基于混频 Copula 模型的视角 龚玉婷， 陈强， 郑旭 经济学 (季刊) 15 (2), 1205-1224, 2016 | 4 | 2016 |
| 次贷危机在黄金, 原油和外汇市场的风险传染和波动溢出 龚玉婷 经济经纬, 150-154, 2013 | 4 | 2013 |
| Determinants of dynamic dependence between the crude oil and tanker freight markets: A mixed-frequency data sampling copula model W Shi, Y Gong, J Yin, S Nguyen, Q Liu Energy 254, 124354, 2022 | 3 | 2022 |
| EPU spillovers and sovereign CDS spreads: A cross‐country study Y Gong, Z He, W Xue Journal of Futures Markets 43 (12), 1770-1806, 2023 | 1 | 2023 |
| Macroeconomic Expectations in Bond Returns Y Gong, F Zhao, X Zhu Available at SSRN 4055944, 2022 | 1 | 2022 |
| Modeling high dimensional asset pricing returns using a dynamic skewed copula model Y Gong, J Liang, J Zhu Bulletin of Monetary Economics and Banking 22 (1), 1-28, 2019 | 1 | 2019 |
| 基于 MIDAS 模型的中国股市对居民消费的影响效应 陈强， 龚玉婷， 袁超文 系统管理学报 27 (6), 1028-1035, 2018 | 1 | 2018 |
| 证券市场指令流与收益的非线性依赖性研究: 混合连接函数 (Mixed Copula) 在流动性及流动性黑洞问题上的应用 龚玉婷， 徐信喆， 杨朝军 管理工程学报 30 (3), 151-160, 2016 | 1 | 2016 |
Wenming ShiSenior Lecturer, Maritime and Logistics Management, Australian Maritime College, University ofVerified email at utas.edu.au
