学者信息
已发表成果：
WOK 论文 13 篇;中文核心 3 篇;
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Measuring systemic risk in Asian foreign exchange markets
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,0261-5606,2024-08.
Chen, Yanghan; Lin, Juan
WOS:001274373100001 10.1016/j.jimonfin.2024.103135
收录情况：SSCI -
Bitcoin vs. gold: the impact of liquidity on equity risk diversification
APPLIED ECONOMICS LETTERS,1350-4851,2024-06-07.
Lin, Juan; Wang, Peng; Yuan, Zhonghe
WOS:001241238000001 10.1080/13504851.2024.2363305
收录情况：SSCI -
No safe haven, only diversification and contagion - Intraday evidence around the COVID-19 pandemic<i> </i>
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,0261-5606,2024-05.
Bei, Zeyun; Lin, Juan; Zhou, Yinggang
WOS:001224753600001 10.1016/j.jimonfin.2024.103069
收录情况：SSCI -
A hybrid nonparametric multivariate density estimator with applications to risk management
ECONOMETRIC REVIEWS,0747-4938,2024-04-08.
Lin, Juan; Wu, Ximing
WOS:001204612400001 10.1080/07474938.2024.2334119
收录情况：SCIE、SSCI -
Macroeconomic uncertainty and firms? investment in China
ECONOMICS LETTERS,0165-1765,2023-05.
Feng, Zhuozhao; Lin, Juan
WOS:000978518700001 10.1016/j.econlet.2023.111095
收录情况：SSCI -
Are institutional investors marching into the crypto market?
ECONOMICS LETTERS,0165-1765,2022-11.
Huang, Xiaoran; Lin, Juan; Wang, Peng
WOS:000869950300009 10.1016/j.econlet.2022.110856
收录情况：SSCI -
Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
APPLIED ECONOMICS,0003-6846,2022-06.
Lin, Juan; Wu, Ximing; Yang, Panye
WOS:000817269500001 10.1080/00036846.2022.2084018
收录情况：SSCI -
Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB
PACIFIC ECONOMIC REVIEW,1361-374X,2021-09.
Chen, Yue; Lin, Juan; Wu, Ximing
WOS:000698443800001 10.1111/1468-0106.12374
收录情况：SSCI -
A diagnostic test for specification of copulas under censorship
ECONOMETRIC REVIEWS,0747-4938,2020-10-20.
Lin, Juan; Wu, Ximing
WOS:000513432300001 10.1080/07474938.2020.1721834
收录情况：SCIE、SSCI、CPCI-S、CPCI-SSH -
Research on the risk spillovers between Shanghai, Shenzhen and Hong Kong stock markets-Based on the time varying ΔCoVaR model
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,1000-6788,2020-06-01.
Lin, Juan (1, 2, 3); Zhao, Hailong (1)
EI:20202808907400 10.12011/1000-6788-2020-0438-12
收录情况：EI -
A sequential test for the specification of predictive densities
ECONOMETRICS JOURNAL,1368-4221,2017-06.
Lin, Juan; Wu, Ximing
WOS:000407235800005 10.1111/ectj.12085
收录情况：SCIE、SSCI、CPCI-S、CPCI-SSH -
Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model
ANNALS OF ECONOMICS AND FINANCE,1529-7373,2015-11.
Wang, Luya; Liang, Zhongwen; Lin, Juan; Li, Qi
WOS:000367489600006
收录情况：SSCI -
Smooth Tests of Copula Specifications
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2015.
Lin, Juan; Wu, Ximing
WOS:000348803300015 10.1080/07350015.2014.932696
收录情况：SCIE、SSCI
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人民币在岸与离岸汇率的非线性动态关系
系统工程学报,1000-5781,2023-12-15.
林娟;柳军利
CSCD核心库 文科一类核心 -
上海黄金是人民币汇率风险的对冲工具和安全港吗？——基于常量和动态Copula模型
中国管理科学,1003-207X,2021-09-23.
林娟;吴春晓;张明
CSSCI CSCD核心 文科一类核心 -
沪深股市和香港股市的风险溢出效应研究——基于时变ΔCoVaR模型的分析
系统工程理论与实践,1000-6788,2020-05-29.
林娟;赵海龙
CSSCI CSCD核心 文科一类核心