Browsing All of EconStor by Author Lu, Wenna
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2013 | Dodging the steamroller: Fundamentals versus the carry trade | Copeland, Laurence; Lu, Wenna |
| 2018 | Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach | Xu, Yongdeng; Taylor, Nicholas; Lu, Wenna |
| 2020 | Exchange rate risk, distribution asymmetry and deviations from purchasing power parity | Arghyrou, Michael Georgiou; Lu, Wenna; Pourpourides, Panayiotis M. |
| 2021 | The pricing of unexpected volatility in the currency market | Lu, Wenna; Copeland, Laurence S.; Xu, Yongdeng |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets | Xu, Yongdeng; Guan, Bo; Lu, Wenna; Heravi, Saeed M. |
| 2026 | Adaptive LASSO-MGARCH for multivariate volatility forecasting | Xu, Yongdeng; Lyu, Juyi; Lu, Wenna |