Dr Yang Hu
Senior Lecturer in Finance and Economics
Qualifications: PhD (University of Waikato) MSc with Distinction (University of Canterbury)
Personal Website: https://scholar.google.com/citations?hl=en&user=51XkGBkAAAAJ&view_op=list_works
About Yang
Dr Yang Hu is currently a Senior Lecturer in Finance and Economics at the University of Waikato's Management School. Dr Hu joined the school in June 2019 after completing his PhD degree.
He has published in a wide range of internationally recognised journals, including Economics Letters, Economic Modelling, International Review of Economics & Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, among others.
Papers Taught
Research Supervised
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
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2022). The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. Research in International Business and Finance, 59. doi:10.1016/j.ribaf.2021.101510
Hu, Y., Hou, Y., Oxley, L., & Corbet, S. (2021). Does blockchain patent-development influence Bitcoin risk?. Journal of International Financial Markets, Institutions and Money, 70, 20 pages. doi:10.1016/j.intfin.2020.101263
Corbet, S., Hou, Y., Hu, Y., Larkin, C., Lucey, B., & Oxley, L. (2021). Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. Finance Research Letters, online, 102137. doi:10.1016/j.frl.2021.102137
Corbet, S., Hou, Y., Hu, Y., Lucey, B., & Oxley, L. (2021). Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic. Finance Research Letters, 38, 19 pages. doi:10.1016/j.fri.2020.101591
Find more research publications by Yang Hu
Keywords
Economics; Finance; Statistics
Contact Details
Email: [email protected]Room: MSB.3.26
Phone: +64 7 838 4676