| Time-varying long-term memory in Bitcoin market Y Jiang, H Nie, W Ruan Finance Research Letters 25, 280-284, 2018 | 310 | 2018 |
| 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 | 106 | 2017 |
| 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 | 105 | 2019 |
| 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 | 105 | 2018 |
| 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 | 102 | 2019 |
| Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective Y Jiang, J Lie, J Wang, J Mu Economic Modelling 95, 21-34, 2021 | 95 | 2021 |
| 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 | 92 | 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 | 86 | 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 | 74 | 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 | 72 | 2020 |
| Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock Y Jiang, G Tian, Y Wu, B Mo International Journal of Finance & Economics 27 (1), 320-333, 2022 | 68 | 2022 |
| Risk spillovers and portfolio management between precious metal and BRICS stock markets Y Jiang, Y Fu, W Ruan Physica A: Statistical Mechanics and its Applications 534, 120993, 2019 | 67 | 2019 |
| 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 | 59 | 2018 |
| Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets Y Jiang, J Wang, J Lie, B Mo Energy 233, 121191, 2021 | 52 | 2021 |
| Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries Y Jiang, G Tian, B Mo Financial Innovation 6, 1-26, 2020 | 49 | 2020 |
| 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 | 33 | 2018 |
| The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches Y Jiang, J Wang, Z Ao, Y Wang Economic Modelling 116, 106038, 2022 | 27 | 2022 |
| 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 | 24 | 2022 |
| Connectedness of commodity, exchange rate and categorical economic policy uncertainties—evidence from China L Song, G Tian, Y Jiang The North American Journal of Economics and Finance 60, 101656, 2022 | 23 | 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 | 22 | 2019 |
