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Yanhua Chen

Institute for Risk and Uncertainty, University of Liverpool, UK

Chatham Street

Brownlow Hill

Liverpool, L69 7ZA

United Kingdom

  • Institute for Risk and Uncertainty, University of Liverpool, UK

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Dynamic Analysis of S&P 500, FTSE 100 and EURO STOXX 50 Indices Under Different Exchange Rates

PLoS ONE, Volume 13, Issue 3, pp. 1-40 e0194067, March 2018 DOI: 10.1371/journal.pone.0194067
Number of pages: 41 Posted: 14 Jul 2017 Last Revised: 20 Mar 2018
Yanhua Chen, Rosario N. Mantegna, Athanasios A. Pantelous and Konstantin Zuev
Institute for Risk and Uncertainty, University of Liverpool, UK, University of Palermo, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology (Caltech)
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Correlation; Cointegration; ECM-based long-run Granger causality; Crises; Exchange Rates; Uncertainty

2.

Short-Run Disequilibrium Adjustment and Long-Run Equilibrium in the International Stock Markets: A Network-Based Approach

International Review of Financial Analysis, Volume 79, 102002, January 2022, DOI: 10.1016/j.irfa.2021.102002
Number of pages: 60 Posted: 26 May 2020 Last Revised: 27 Dec 2021
Yanhua Chen, Youwei Li, Athanasios A. Pantelous and H. Eugene Stanley
Institute for Risk and Uncertainty, University of Liverpool, UK, University of Hull, Monash University - Department of Econometrics & Business Statistics and Boston University - Center for Polymer Studies
Downloads 139 (534,155)
Citation 1

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International Stock Markets; Cointegration; Error Correction Model; Complex Network Theory; Financial Crisis