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 | 20 | 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 | 7 | 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 | 5 | 2013 |
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 | 2 | 2015 |
The dependence structure in credit risk between money and derivatives markets: A time-varying conditional copula approach W Wu, D G. McMillan Managerial Finance 40 (8), 758-769, 2014 | 1 | 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 | | 2013 |