Details about Cody Yu-Ling Hsiao

Access statistics for papers by Cody Yu-Ling Hsiao.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: phs26

Working Papers

2022

1. Financial relief policy and social distancing duringthe COVID-19 pandemic
   TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University

2021

2. Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   See also Journal Article Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic, Finance Research Letters, Elsevier (2022) View citations (8) (2022)

2018

3. Measuring financial interdependence in asset returns with an application to euro zone equities
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2017

4. Joint tests of contagion with applications to financial crises
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (4)

2015

5. Debt and Financial Market Contagion
   Discussion Papers, School of Economics, The University of New South Wales View citations (2)
   See also Journal Article Debt and financial market contagion, Empirical Economics, Springer (2022) View citations (7) (2022)
6. Extremal dependence tests for contagion
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (13)
   See also Journal Article Extremal dependence tests for contagion, Econometric Reviews, Taylor & Francis Journals (2018) View citations (42) (2018)

2014

7. Extremal Dependence and Contagion
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)

2013

8. A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
9. Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (44)

2011

10. Actually This Time Is Different
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (14)

Journal Articles

2022

1. Debt and financial market contagion
   Empirical Economics, 2022, 62, (4), 1599-1648 View citations (7)
   See also Working Paper Debt and Financial Market Contagion, Discussion Papers (2015) View citations (2) (2015)
2. Effects of country risks and government subsidies on renewable energy firms’ performance: Evidence from China
   Renewable and Sustainable Energy Reviews, 2022, 158, (C) View citations (17)
3. Evaluation of contagious effects of China's wind power industrial policies
   Energy, 2022, 238, (PB) View citations (8)
4. Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
   Finance Research Letters, 2022, 45, (C) View citations (8)
   See also Working Paper Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic, CAMA Working Papers (2021) View citations (2) (2021)

2021

5. A joint test of policy contagion with application to the solar sector
   Renewable and Sustainable Energy Reviews, 2021, 141, (C) View citations (5)
6. Measuring financial interdependence in asset markets with an application to eurozone equities
   Journal of Banking & Finance, 2021, 122, (C) View citations (11)
7. The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry
   Renewable Energy, 2021, 164, (C), 74-86 View citations (7)

2019

8. A regime switching skew-normal model of contagion
   Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (1), 24 View citations (10)
9. Joint tests of contagion with applications
   Quantitative Finance, 2019, 19, (3), 473-490 View citations (19)
10. The Impact of International Oil Prices on the Stock Price Fluctuations of China’s Renewable Energy Enterprises
    Energies, 2019, 12, (24), 1-17 View citations (12)

2018

11. Extremal dependence tests for contagion
    Econometric Reviews, 2018, 37, (6), 626-649 View citations (42)
    See also Working Paper Extremal dependence tests for contagion, CAMA Working Papers (2015) View citations (13) (2015)
12. Global and regional financial integration in East Asia and the ASEAN
    The North American Journal of Economics and Finance, 2018, 46, (C), 202-221 View citations (11)
13. The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China
    Energy, 2018, 152, (C), 291-302 View citations (5)

2014

14. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
    Open Economies Review, 2014, 25, (3), 521-570 View citations (37)