Yen‐Hsien Lee
Economics and Econometrics · 2009–2011
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 34 citations into it; #14,939 of 23,481 by trust here, #12,444 by citations
- Finance — 10 citations into it
Whom Yen‐Hsien Lee trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yen‐Hsien Lee overall
- George Filis
- Stavros Degiannakis *
- Elie Bouri
- Rania Jammazi
- Anupam Dutta
- Chuanguo Zhang
- Nikolaos Antonakakis
Papers from Yen‐Hsien Lee's perspective
Ordered by how strongly the researchers Yen‐Hsien Lee trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Oil shocks, policy uncertainty and stock market return
- Testing Slope Homogeneity in Large Panels (Social Science Research Network)
- Likelihood-Based Cointegration Tests in Heterogeneous Panels
- Does globalization affect growth? Evidence from a new index of globalization
- Commodity Prices, Interest Rates and the Dollar
- Purchasing Power Parity Tests in Cointegrated Panels (Review of Economics and Statistics)
- On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
- A bias-adjusted LM test of error cross-section independence
- Modelling oil price and exchange rate co-movements
Their papers
- Jump dynamics and volatility: Oil and the stock markets (2009) — 200 citations
- Oil sensitivity and its asymmetric impact on the stock market (2011) — 138 citations
- Forecasting China Stock Markets Volatility via GARCH Models under Skewed-GED Distribution, Journal of Money (2009) — 58 citations