Xiao Jing Cai

Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis

Lu Yang, Xiao Jing Cai, Shigeyuki Hamori · International Review of Economics & Finance · 2017 · 200 citations

Economics, Macroeconomics, Trade +11

Interdependence of foreign exchange markets: A wavelet coherence analysis

Lu Yang, Xiao Jing Cai, Huimin Zhang et al. · Economic Modelling · 2016 · 119 citations

Global Markets, Economics, International Finance +6

Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis

Xiao Jing Cai, Shuairu Tian, Nannan Yuan et al. · Journal of International Financial Markets Institutions and Money · 2017 · 95 citations

Empirical Finance, Economics, Financial Economics +9

Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas

Lu Yang, Xiao Jing Cai, Mengling Li et al. · Economic Modelling · 2015 · 47 citations

Empirical Finance, Economics, Asset Pricing +10

What determines the long-term correlation between oil prices and exchange rates?

Lu Yang, Xiao Jing Cai, Shigeyuki Hamori · The North American Journal of Economics and Finance · 2018 · 44 citations

Economics, Macroeconomics, Energy Trade +10