Zihui Yang

Sun Yat Sen University - Lingnan College

135 Xin Gang Xi Road

Haizhu District

Guangzhou, Guangdong Province

China

  • Sun Yat Sen University - Lingnan College

SCHOLARLY PAPERS

5

DOWNLOADS

1,456

TOTAL CITATIONS
Rank 27,059

SSRN RANKINGS

Top 27,059

in Total Papers Citations

39

Scholarly Papers (5)

Actions:
Email selected abstracts
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 674 (84,448)
Citation 31

Abstract:

Loading...

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 620 (93,987)
Citation 6

Abstract:

Loading...

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 100 (577,990)
Citation 2

Abstract:

Loading...

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 62 (763,008)

Abstract:

Loading...

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

Abstract:

Loading...

Network; Volatility Spillover; Asymmetric linkage; Systemic risk