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Dr Yang Hu

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Lecturer in Finance and Economics

Keywords

Economics; Finance; Statistics

Qualifications: PhD


Contact Details

Email: yang.hu@waikato.ac.nz
Room: MSB.2.35
Phone: +64 7 838 4676

Papers Taught

Research Interests

  • Applied Econometrics
  • Empirical Finance
  • Cryptocurrency
  • Fintech
  • Asset Pricing

Publications

  • Hu Y, Oxley L (2017) Are there bubbles in exchange rates? Some evidence
    from G10 and emerging market economies. Economic Modelling, 64, 419-
    442.
  • Hu Y, Oxley L (2018) Do 18th century `bubbles' survive the scrutiny of 21st
    century time series econometrics?. Economics Letters, 162, 131-134.
  • Hu Y, Scarrott C, (2018) evmix: An R package for extreme value mixture
    modelling, threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84, 1-27. (SCI Q1, IF: 22.737)
  • Hu Y, Oxley L (2018) Bubbles in US regional house prices: Evidence from
    house price-income ratios at the State level. Applied Economics, 50, 3196-
    3229.
  • Hu Y, Oxley L (2018) Bubble contagion: Evidence from Japan's asset price
    bubble of the 1980-90s. Journal of the Japanese and International
    Economies
    , 50, 89-95.
  • Hu Y, Valera H G, Oxley L (2019) Market efficiency of top market-cap cryptocurrencies: further evidence from panel framework. Finance Research Letters, 31, 138-145.

Recent Publications

  • Corbet, S., Hou, Y., Hu, Y., Oxley, L., & Xu, D. (2021). Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. International Review of Economics and Finance, 71, 55-81. doi:10.1016/j.iref.2020.06.022

  • Hu, Y., Hou, Y., & Oxley, L. (2020). What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective. International Review of Financial Analysis, Online, 51 pages. doi:10.1016/j.irfa.2020.101569

  • Corbet, S., Hou, Y., Hu, Y., Larkin, C., & Oxley, L. (2020). Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic. Economics Letters, 194, 7 pages. doi:10.1016/j.econlet.2020.109377

  • Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2020). The influence of COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. International Review of Financial Analysis, online, 32 pages. doi:10.1016/j.irfa.2020.101560

Find more research publications by Yang Hu