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Yuting Gong · Study

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Yuting Gong

4 works· latest 2022· 1 institutionscluster: provisionalORCID 0000-0003-4029-4130

h-index4

i104

Citations112

Works here4

17

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22

Most cited in this library

Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war2020 · 51 citations
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets2017 · 27 citations
Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach2022 · 17 citations
The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis2019 · 17 citations

Works

4 shown

Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach

Journal of International Money and Finance·2022·3 authors

17citations

Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war

Transportation Research Part E Logistics and Transportation Review·2020·4 authors·Open access

51citations

The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis

International Review of Economics & Finance·2019·2 authors

17citations

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

Economic Modelling·2017·3 authors·Open access

27citations