Zihui Yang

Sun Yat Sen University - Lingnan College

135 Xin Gang Xi Road

Guangzhou, Guangdong Province

China

SCHOLARLY PAPERS

4

DOWNLOADS

803

SSRN CITATIONS
Rank 44,306

SSRN RANKINGS

Top 44,306

in Total Papers Citations

3

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.

Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China

Journal of Futures Markets, Forthcoming
Number of pages: 32 Posted: 11 Dec 2010 Last Revised: 25 Jan 2011
Jian Yang, Yinggang Zhou and Zihui Yang
University of Colorado at Denver - Business School, Xiamen University - Department of Finance and Sun Yat Sen University - Lingnan College
Downloads 466 (62,985)
Citation 2

Abstract:

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Chinese Stock Index Futures Market, Intraday, Recursive Cointegration Analysis, Multivariate GARCH

2.

Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Management Science, Forthcoming
Number of pages: 68 Posted: 27 Jan 2016
Zihui Yang and Yinggang Zhou
Sun Yat Sen University - Lingnan College and Xiamen University - Department of Finance
Downloads 302 (103,968)
Citation 1

Abstract:

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volatility spillover; risk neutral volatility; quantitative easing; systemic risk; financial network; structural VAR

3.

U.S., Not China, is Culprit of Global Deflation, Inflation

China Economist, Vol. 5, No. 2, 2010
Number of pages: 19 Posted: 24 Mar 2010
Zihui Yang
Sun Yat Sen University - Lingnan College
Downloads 35 (460,859)

Abstract:

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export deflation, export inflation, DAG, general forecast square error breakdown analysis

4.

Asymmetric Networks of Global Volatility Spillovers

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Posted: 14 Jun 2016
Zihui Yang and Yinggang Zhou
Sun Yat Sen University - Lingnan College and Xiamen University - Department of Finance

Abstract:

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Network; Volatility Spillover; Asymmetric linkage; Systemic risk