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Dr Yang Hu

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Lecturer in Finance

Qualifications: PhD

Papers Taught

Research Interests

  • Applied Econometrics
  • Empirical Finance
  • Cryptocurrency
  • Fintech
  • Asset Pricing

Publications

  • Hu Y, Oxley L (2017) Are there bubbles in exchange rates? Some evidence
    from G10 and emerging market economies. Economic Modelling, 64, 419-
    442.
  • Hu Y, Oxley L (2018) Do 18th century `bubbles' survive the scrutiny of 21st
    century time series econometrics?. Economics Letters, 162, 131-134.
  • Hu Y, Scarrott C, (2018) evmix: An R package for extreme value mixture
    modelling, threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84, 1-27. (SCI Q1, IF: 22.737)
  • Hu Y, Oxley L (2018) Bubbles in US regional house prices: Evidence from
    house price-income ratios at the State level. Applied Economics, 50, 3196-
    3229.
  • Hu Y, Oxley L (2018) Bubble contagion: Evidence from Japan's asset price
    bubble of the 1980-90s. Journal of the Japanese and International
    Economies    , 50, 89-95.
  • Hu Y, Valera H G, Oxley L (2019) Market efficiency of top market-cap cryptocurrencies: further evidence from panel framework. Finance Research Letters, 31, 138-145.

Recent Publications

  • Hu, Y., Valera, H. G. A., & Oxley, L. (2019). Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. Finance Research Letters, 31, 138-145. doi:10.1016/j.frl.2019.04.012

  • Hu, Y., & Oxley, L. (2018). Bubbles in US regional house prices: Evidence from house price-income rations at the State level. Applied Economics, 50(29), 3196-3229. doi:10.1080/00036846.2017.1418080

  • Hu, Y., & Scarrott, C. (2018). evmix: An R package for extreme value mixture modeling, Threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84(5), 27 pages. doi:10.18637/jss.v084.i05

  • Hu, Y., & Oxley, L. (2018). Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s. Journal of the Japanese and International Economies, 50, 89-95. doi:10.1016/j.jjie.2018.09.002

Find more research publications by Yang Hu

Keywords

Economics; Finance; Statistics

Contact Details

Email: yang.hu@waikato.ac.nz
Room: MSB.2.35