Wensheng Kang

Affiliation not provided to SSRN
SCHOLARLY PAPERS

12

DOWNLOADS

1,448

SSRN CITATIONS

36

CROSSREF CITATIONS

26

Scholarly Papers (12)

1.

The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship

Number of pages: 39 Posted: 12 Nov 2014 Last Revised: 13 Nov 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 503 (60,690)
Citation 7

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Stock return and volatility, oil price shocks, stock volatility, structural VAR

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

CAMA Working Paper No. 9/2017
Number of pages: 47 Posted: 31 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 118 (258,577)
Citation 4

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Global, Uncertainty Shocks, Monetary Policy, FAVAR

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Globalization and Monetary Policy Institute Working Paper No. 303
Number of pages: 46 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 100 (290,768)

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3.

Policy Uncertainty in China, Oil Shocks and Stock Returns

CAMA Working Paper No. 32/2014
Number of pages: 33 Posted: 11 Apr 2014 Last Revised: 14 Apr 2014
Wensheng Kang and Ronald A. Ratti
affiliation not provided to SSRN and Western Sydney University - Department of Economics & Finance
Downloads 154 (208,924)
Citation 1

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China’s policy uncertainty, China’s stock market return, Oil shocks, Structural VAR

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production

CAMA Working Paper No. 7/2017
Number of pages: 38 Posted: 17 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 71 (359,593)
Citation 4

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US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of Us and Non-Us Oil Production

Globalization and Monetary Policy Institute Working Paper No. 295
Number of pages: 36 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 43 (457,827)
Citation 2

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5.

The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. And Non-U.S. Oil Production

Globalization and Monetary Policy Institute Working Paper No. 249
Number of pages: 19 Posted: 22 Oct 2015
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 98 (292,712)

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6.

Time-Varying Effect of Oil Market Shocks on the Stock Market

CAMA Working Paper No. 35/2015
Number of pages: 46 Posted: 27 Aug 2015 Last Revised: 28 Aug 2015
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 76 (342,183)
Citation 5

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mixture innovation, oil shocks, real stock return, time-varying parameter VAR

7.

The Impact of Oil Price Shocks on U.S. Bond Market Returns

CAMA Working Paper No. 33/2014
Number of pages: 42 Posted: 11 Apr 2014 Last Revised: 14 Apr 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 73 (350,072)
Citation 3

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Demand shocks, Oil prices, Bond returns, Supply shocks

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

CAMA Working Paper No. 36/2017
Number of pages: 35 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 47 (441,161)
Citation 1

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Global commodity prices, Global stock volatility, Output, Heterogeneity

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

Globalization and Monetary Policy Institute Working Paper No. 311
Number of pages: 33 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 18 (600,676)

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9.

The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and Non-US Oil Production

CAMA Working Paper No. 33/2016
Number of pages: 12 Posted: 12 Jun 2016 Last Revised: 16 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 57 (397,771)
Citation 6

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Oil prices, Stock returns, U.S. oil production

10.

Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks

CAMA Working Paper No. 39/2016
Number of pages: 41 Posted: 28 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 47 (433,281)

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Global, Uncertainty shocks, Monetary Policy, FAVAR

The Implications of Liquidity Expansion in China for the US Dollar

CAMA Working Paper No. 5/2016
Number of pages: 36 Posted: 29 Jan 2016 Last Revised: 03 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 35 (494,877)

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China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate

The Implications of Liquidity Expansion in China for the Us Dollar

Globalization and Monetary Policy Institute Working Paper No. 264
Number of pages: 34 Posted: 01 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 6 (691,388)

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12.

Oil Shocks, Policy Uncertainty and Stock Returns in China

Economics of Transition, Vol. 23, Issue 4, pp. 657-676, 2015
Number of pages: 20 Posted: 03 Sep 2015
Wensheng Kang and Ronald A. Ratti
affiliation not provided to SSRN and Western Sydney University - Department of Economics & Finance
Downloads 2 (695,948)
Citation 2
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China's policy uncertainty, China's stock market return, oil shocks, structural VAR