Danyang Xu

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 41 citations into it
• Finance — 27 citations into it
• Renewable Energy, Sustainability and the Environment — 6 citations into it

Whom Danyang Xu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis X. Diebold
2. Robert F. Engle

Papers from Danyang Xu's perspective

Ordered by how strongly the researchers Danyang Xu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Conditional Correlation
2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
3. Volatility spillover effects from Japan and the US to the Pacific–Basin
4. Better to give than to receive: Predictive directional measurement of volatility spillovers
5. Dynamic spillovers between commodity and currency markets
6. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
7. A New Approach to Measuring Financial Contagion
8. High frequency volatility co-movements in cryptocurrency markets (Journal of international financial markets, institutions, and money)
9. Exploring the dynamic relationships between cryptocurrencies and other financial assets
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre (2020) — 209 citations