Zihui Yang

Sun Yat Sen University - Lingnan College

135 Xin Gang Xi Road

Haizhu District

Guangzhou, Guangdong Province

China

SCHOLARLY PAPERS

5

DOWNLOADS

1,456

TOTAL CITATIONS
Rank 27,059

SSRN RANKINGS

Top 27,059

in Total Papers Citations

39

Scholarly Papers (5)

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:

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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 620 (93,987)
Citation 6

Abstract:

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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 100 (577,990)
Citation 2

Abstract:

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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 62 (763,008)

Abstract:

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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

Abstract:

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Network; Volatility Spillover; Asymmetric linkage; Systemic risk