Liya Hau

Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis

Xingzhi Qiao, Huiming Zhu, Liya Hau · International Review of Financial Analysis · 2020 · 110 citations

Volatility Modeling, Financial Economics, Asset Pricing +7

Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression

Liya Hau, Huiming Zhu, Rui Huang et al. · Energy · 2020 · 98 citations

Volatility Modeling, Economics, Quantile-on-quantile Regression +10

Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression

Huiming Zhu, Rui Huang, Ningli Wang et al. · Applied Economics · 2019 · 80 citations

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis

Huiming Zhu, Weiyan Chen, Liya Hau et al. · The North American Journal of Economics and Finance · 2021 · 61 citations

Time-frequency Connectedness, Economics, Macroeconomics +11

Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis

Zishan Huang, Huiming Zhu, Liya Hau et al. · The North American Journal of Economics and Finance · 2023 · 39 citations

Empirical Finance, Economics, Financial Economics +11