Weiou Wu
TitleCited byYear
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
W Wu, MCK Lau, SA Vigne
Research in International Business and Finance 42, 1137-1149, 2017
Quantile dependence between the stock, bond and foreign exchange markets–Evidence from the UK
H Raza, W Wu
The Quarterly Review of Economics and Finance 69, 286-296, 2018
Dynamic linkages in credit risk: modeling the time-varying correlation between the money and derivatives markets over the crisis period
W Wu, DG McMillan
Journal of Risk 16 (2), 2013
Algorithmic Trading and Mutual Fund Performance
KYL Fong, JT Parwada, JW Yang
Available at SSRN 2980774, 2017
Non-parametric estimation of copula parameters: testing for time-varying correlation
J Gong, W Wu, D McMillan, D Shi
Studies in Nonlinear Dynamics & Econometrics 19 (1), 93-106, 2015
The dependence structure in credit risk between money and derivatives markets
W Wu, DG McMillan
Managerial Finance, 2014
Correlations and linkages in credit risk: an investigation of the credit default swap market during the turmoil
W Wu
University of St Andrews, 2013
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