厦门大学学者库

学者信息

林娟 (Juan Lin)

经济学院

按发表年份分组
2024
2023
2022
2021
2020
合作者

已发表成果：

WOK 论文 13 篇;中文核心 3 篇;

  • 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

  • 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