Zihui Yang

Sun Yat Sen University - Lingnan College

135 Xin Gang Xi Road

Guangzhou, Guangdong Province

China

  • Sun Yat Sen University - Lingnan College

SCHOLARLY PAPERS

5

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21

CROSSREF CITATIONS

9

Scholarly Papers (5)

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1.

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 532 (81,735)
Citation 18

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

2.

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 517 (84,736)
Citation 3

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

3.

Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-Implied Volatility Indices

The Journal of Futures Markets, Forthcoming
Number of pages: 35 Posted: 14 Mar 2020
Zihui Yang, Yinggang Zhou and Xin Cheng
Sun Yat Sen University - Lingnan College, Xiamen University - Department of Finance and Xiamen University - School of Economics
Downloads 62 (530,819)

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Network; Option-implied Volatility; Spillover; Systemic risk

4.

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 45 (611,793)

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

5.

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

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Network; Volatility Spillover; Asymmetric linkage; Systemic risk