| Time-varying long-term memory in Bitcoin market Y Jiang, H Nie, W Ruan Finance Research Letters 25, 280-284, 2018 | 328 | 2018 |
| Dynamic linkages among the gold market, US dollar and crude oil market B Mo, H Nie, Y Jiang Physica A: Statistical Mechanics and its Applications 491, 984-994, 2018 | 114 | 2018 |
| The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses Y Jiang, C Jiang, H Nie, B Mo Energy 166, 577-586, 2019 | 113 | 2019 |
| Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests Y Jiang, H Nie, JY Monginsidi Economic Modelling 64, 384-398, 2017 | 112 | 2017 |
| Visiting effects of crude oil price on economic growth in BRICS countries: fresh evidence from wavelet-based quantile-on-quantile tests B Mo, C Chen, H Nie, Y Jiang Energy 178, 234-251, 2019 | 107 | 2019 |
| Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China Y Jiang, Z Zhu, G Tian, H Nie Finance Research Letters 31, 2019 | 101 | 2019 |
| Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis Y Jiang, L Wu, G Tian, H Nie Journal of International Financial Markets, Institutions and Money 72, 101324, 2021 | 96 | 2021 |
| Risk spillover effects from global crude oil market to China’s commodity sectors J Meng, H Nie, B Mo, Y Jiang Energy 202, 117208, 2020 | 86 | 2020 |
| Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches Y Jiang, Q Feng, B Mo, H Nie The North American Journal of Economics and Finance 52, 101161, 2020 | 84 | 2020 |
| Dynamic linkages among global oil market, agricultural raw material markets and metal markets: an application of wavelet and copula approaches Y Jiang, J Lao, B Mo, H Nie Physica A: Statistical Mechanics and its Applications 508, 265-279, 2018 | 68 | 2018 |
| Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China Z Li, B Mo, H Nie International Review of Economics & Finance 86, 46-57, 2023 | 56 | 2023 |
| Policy uncertainty and FDI: Evidence from national elections K Chen, H Nie, Z Ge The Journal of International Trade & Economic Development 28 (4), 419-428, 2019 | 43 | 2019 |
| Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets J Lao, H Nie, Y Jiang Physica A: Statistical Mechanics and its Applications 499, 420-427, 2018 | 37 | 2018 |
| Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method Y Jiang, J Mu, H Nie, L Wu International Journal of Finance & Economics 27 (3), 3386-3404, 2022 | 29 | 2022 |
| Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China Y Jiang, L He, J Meng, H Nie Physica A: Statistical Mechanics and its Applications 521, 626-634, 2019 | 27 | 2019 |
| Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method Y Jiang, B Mo, H Nie Applied Economics Letters 25 (7), 472-476, 2018 | 20 | 2018 |
| Do different time horizons in the volatility of the US stock market significantly affect the China ETF market? H Nie, Y Jiang, B Yang Applied Economics Letters 25 (11), 747-751, 2018 | 19 | 2018 |
| Visiting the economic policy uncertainty shocks-economic growth relationship: Wavelet-based Granger-causality in quantiles approach Y Jiang, J Meng, H Nie Romanian Journal of Economic Forecasting 21 (2), 80-94, 2018 | 12 | 2018 |
| Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods B Mo, H Nie, R Zhao Energy 288, 129759, 2024 | 10 | 2024 |
| The promises (and perils) of control-contingent forward guidance H Nie, J Roulleau-Pasdeloup Review of Economic Dynamics 49, 77-98, 2023 | 10 | 2023 |
Yonghong JiangSchool of Economics and Institute of Finance,Jinan UniversityVerified email at jnu.edu.cn
