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He Nie · Study
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Author
He Nie
12 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-3544-6825
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12
Citations
1,335
Works here
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Most cited in this library
Time-varying long-term memory in Bitcoin market
2017 · 296 citations
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis
2021 · 116 citations
Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests
2019 · 114 citations
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
2018 · 112 citations
Dynamic linkages among the gold market, US dollar and crude oil market
2017 · 109 citations
Works
12 shown
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
International Review of Economics & Finance
·
2023
·
3 authors
95
citations
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis
Journal of International Financial Markets Institutions and Money
·
2021
·
4 authors
·
Open access
116
citations
Risk spillover effects from global crude oil market to China’s commodity sectors
Energy
·
2020
·
4 authors
97
citations
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
The North American Journal of Economics and Finance
·
2020
·
3 authors
89
citations
Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China
Finance research letters
·
2019
·
4 authors
101
citations
Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests
Energy
·
2019
·
4 authors
114
citations
Policy uncertainty and FDI: Evidence from national elections
Journal of International Trade & Economic Development
·
2018
·
3 authors
71
citations
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Energy
·
2018
·
4 authors
112
citations
Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets
Physica A Statistical Mechanics and its Applications
·
2018
·
3 authors
32
citations
Time-varying long-term memory in Bitcoin market
Finance research letters
·
2017
·
2 authors
296
citations
Dynamic linkages among the gold market, US dollar and crude oil market
Physica A Statistical Mechanics and its Applications
·
2017
·
3 authors
109
citations
Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests
Economic Modelling
·
2017
·
3 authors
103
citations