Yinggang Zhou

Economics and Econometrics · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 22 citations into it
• Finance — 22 citations into it

Whom Yinggang Zhou trusts overall

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

1. Robert F. Engle
2. Lorenzo Cappiello
3. D. Michayluk

Papers from Yinggang Zhou's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Stock Market Uncertainty and the Stock-Bond Return Relation
3. Dynamic Conditional Correlation
4. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
5. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
6. Further Evidence on the Integration of REIT, Bond, and Stock Returns
7. Asymmetric Volatility, Correlation and Returns Dynamics between the U.S. and U.K. Securitized Real Estate Markets
8. The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns
9. On the Volatility and Comovement of U.S. Financial Markets Around Macroeconomic News Announcements
10. Dynamic Correlations Among Asset Classes: REIT and Stock Returns (Journal of real estate finance and economics)

Their papers

• Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China (2012) — 217 citations
• Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets (2010) — 111 citations