Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets L Xu, T Kinkyo Journal of International Financial Markets, Institutions and Money, 101764, 2023 | 24 | 2023 |
Predicting currency crises: A novel approach combining random forests and wavelet transform L Xu, T Kinkyo, S Hamori Journal of Risk and Financial Management 11 (4), 86, 2018 | 12 | 2018 |
Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates L Xu, S Hamori, T Kinkyo The North American Journal of Economics and Finance 56, 101360, 2021 | 10 | 2021 |
Changing patterns of Asian currencies’ co-movement with the US dollar and the Chinese renminbi: Evidence from a wavelet multiresolution analysis L Xu, T Kinkyo Applied Economics Letters 26 (6), 465-472, 2019 | 6 | 2019 |
Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform L Xu The Institute for Economics and Business Research Discussion Paper, 1-34, 2021 | | 2021 |
Intra-Regional Integration in the European and Asian Stock Markets L Xu, T Kinkyo Kokumin-Keizai Zasshi (Journal of Economics & Business Administration) 221 (6), 2020 | | 2020 |