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Wenying Yao

Wenying Yao

Melbourne Business School - Melbourne / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 4537556
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person_outline Wenying Yao's MOST POPULAR ARTICLES
1-) The impact of COVID-19 pandemic on the volatility connectedness network of global stock market Pacific-Basin Finance Journal 71, 101678, 2022
2-) High-dimensional predictive regression in the presence of cointegration Journal of Econometrics 219 (2), 456-477, 2020
3-) Time-varying continuous and jump betas: The role of firm characteristics and periods of stress Journal of Empirical Finance 40, 1-19, 2017
4-) Vector autoregressions and macroeconomic modeling: An error taxonomy Journal of business & economic statistics 35 (3), 407-419, 2017
5-) Asymmetric jump beta estimation with implications for portfolio risk management International Review of Economics & Finance 62, 20-40, 2019