Honghai Yu

Economics and Econometrics · 2017–2018

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 — 32 citations into it
• Finance — 21 citations into it

Whom Honghai Yu trusts overall

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

1. Robert F. Engle
2. Jushan Bai
3. Scott R. Baker
4. Riccardo Colacito
5. Eric Ghysels

Papers from Honghai Yu's perspective

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

1. Dynamic Conditional Correlation
2. Stock Market Uncertainty and the Stock-Bond Return Relation
3. Computation and Analysis of Multiple Structural-Change Models
4. Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty
5. The Asset-Pricing Implications of Government Economic Policy Uncertainty (Management Sciences)
6. Economic policy uncertainty in the US: Does it matter for the Euro area?
7. Evolution of international stock and bond market integration: Influence of the European Monetary Union
8. Why does the correlation between stock and bond returns vary over time?
9. A Component Model for Dynamic Correlations
10. Economic policy uncertainty and stock markets: Long-run evidence from the US

Their papers

• The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach (2018) — 160 citations
• The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets (2017) — 112 citations