Dr Yang Hu
Senior Lecturer in Finance
Economics; Finance; Statistics
Qualifications: PhD (University of Waikato) MSc with Distinction (University of Canterbury)
Contact DetailsEmail: [email protected]
Phone: +64 7 838 4676
Dr Yang Hu is currently a Senior Lecturer in Finance at the University of Waikato. Dr Hu joined the school in June 2019 as a Lecturer in Finance after completing a PhD degree. He has published in a wide range of internationally recognised journals, including Economics Letters, Economic Modelling, International Review of Economics & Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, among others.
- Applied Econometrics
- Empirical Finance
- Asset Pricing
- Hu Y, Oxley L (2017) Are there bubbles in exchange rates? Some evidence
from G10 and emerging market economies. Economic Modelling, 64, 419-
- 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-
- 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.
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, 72, 51 pages. doi:10.1016/j.irfa.2020.101569
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, 72, 32 pages. doi:10.1016/j.irfa.2020.101560
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
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