Heling Yi

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

  • Southwestern University of Finance and Economics (SWUFE)

SCHOLARLY PAPERS

2

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152

SSRN CITATIONS

2

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Scholarly Papers (2)

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1.

Time-Frequency Analysis of Dynamic Financial Connectedness: A New Approach With Bayesian Time-Varying Vector Autoregressions

Number of pages: 48 Posted: 18 Nov 2021 Last Revised: 13 Jan 2022
Yongjian Lyu, Zaichao Du, Heling Yi and Mo Yang
Southwestern University of Finance and Economics (SWUFE), Fudan, Southwestern University of Finance and Economics (SWUFE) and School of Finance, Dongbei University of Finance and Economics
Downloads 91 (445,381)

Abstract:

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Financial connectedness, frequency domain, Bayesian vector autoregression with time-varying hierarchical structure

2.

Revisiting the Role of Economic Uncertainty in Oil Price Fluctuations: Evidence from a New Time-Varying Oil Market Model

Economic Modelling, Forthcoming
Number of pages: 47 Posted: 07 Dec 2020 Last Revised: 28 Jan 2022
Yongjian Lyu, Heling Yi, Yu Wei and Mo Yang
Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE), Southwest Jiaotong University - School of Economics & Management and School of Finance, Dongbei University of Finance and Economics
Downloads 61 (557,340)
Citation 2

Abstract:

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Economic uncertainty; Time-varying forecast error variance decomposition; Nonlinear causality; Crude oil market