Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach[J] FINANCE RESEARCH LETTERS 2022(50) Shang, Yue Wei, Yu Chen, Yongfei
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(527) Jin, Jingyu Yu, Jiang Hu, Yang Shang, Yue
Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(536) Zeng, Sheng Liu, Xinchun Li, Xiafei Wei, Qi Shang, Yue
Dependence and Risk Spillover among Hedging Assets: Evidence from Bitcoin, Gold, and USD[J] DISCRETE DYNAMICS IN NATURE AND SOCIETY 2021(2021) Yu, Jiang Shang, Yue Li, Xiafei
