| Estimation of stochastic volatility models with heavy tails and serial dependence JCC Chan, CYL Hsiao Bayesian inference in the social sciences, 155-176, 2014 | 90 | 2014 |
| Contagion and global financial crises: Lessons from nine crisis episodes R Fry-McKibbin, CYL Hsiao, C Tang Open Economies Review 25, 521-570, 2014 | 81 | 2014 |
| Extremal dependence tests for contagion R Fry-McKibbin, CYL Hsiao Econometric Reviews 37 (6), 626-649, 2018 | 76 | 2018 |
| Effects of country risks and government subsidies on renewable energy firms’ performance: Evidence from China W Zhang, YB Chiu, CYL Hsiao Renewable and Sustainable Energy Reviews 158, 112164, 2022 | 45 | 2022 |
| Resilience of organizations in the construction industry in the face of COVID-19 disturbances: Dynamic capabilities perspective YY Chih, CYL Hsiao, A Zolghadr, N Naderpajouh Journal of management in engineering 38 (2), 04022002, 2022 | 37 | 2022 |
| The impact of international oil prices on the stock price fluctuations of China’s renewable energy enterprises CYL Hsiao, W Lin, X Wei, G Yan, S Li, N Sheng Energies 12 (24), 4630, 2019 | 37 | 2019 |
| Joint tests of contagion with applications R Fry-McKibbin, CYL Hsiao, VL Martin Quantitative Finance 19 (3), 473-490, 2019 | 35* | 2019 |
| A regime switching skew-normal model of contagion JCC Chan, RA Fry-McKibbin, CYL Hsiao Studies in Nonlinear Dynamics & Econometrics 23 (1), 20170001, 2019 | 32 | 2019 |
| Global and regional financial integration in East Asia and the ASEAN R Fry-McKibbin, CYL Hsiao, VL Martin The North American Journal of Economics and Finance 46, 202-221, 2018 | 24 | 2018 |
| Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic R Fry-McKibbin, M Greenwood-Nimmo, CYL Hsiao, L Qi Finance research letters 45, 102150, 2022 | 23 | 2022 |
| Evaluation of contagious effects of China's wind power industrial policies CYL Hsiao, N Sheng, S Fu, X Wei Energy 238, 121760, 2022 | 22 | 2022 |
| Debt and financial market contagion CYL Hsiao, J Morley Empirical economics 62 (4), 1599-1648, 2022 | 21 | 2022 |
| The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry CYL Hsiao, D Ai, X Wei, N Sheng Renewable Energy 164, 74-86, 2021 | 15 | 2021 |
| The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China CYL Hsiao, HH Chen Energy 152, 291-302, 2018 | 15 | 2018 |
| Measuring financial interdependence in asset markets with an application to eurozone equities R Fry-McKibbin, CYL Hsiao, VL Martin Journal of Banking & Finance 122, 105985, 2021 | 14 | 2021 |
| Actually this time is different R Fry, CYL Hsiao, C Tang Centre for Applied Microeconomic Analysis (CAMA) Working Paper, 2011 | 13 | 2011 |
| Evaluations of policy contagion for new energy vehicle industry in China CYL Hsiao, R Yang, X Zheng, YB Chiu Energy Policy 173, 113402, 2023 | 11 | 2023 |
| Extremal dependence and contagion R Fry-McKibbin, CYL Hsiao Centre for Applied Macroeconomic Analysis, The Australian National Univ., 2014 | 11 | 2014 |
| A joint test of policy contagion with application to the solar sector CYL Hsiao, X Wei, N Sheng, C Shao Renewable and Sustainable Energy Reviews 141, 110762, 2021 | 7 | 2021 |
| Brace for Another Crisis: Empirical Evidence from US Construction Industry and Firm Performance during and after 2007–2009 Global Financial Crisis YY Chih, CYL Hsiao Journal of Management in Engineering 39 (1), 04022069, 2023 | 6 | 2023 |
Renee Fry-MckibbinCAMA, Australian National UniversityVerified email at anu.edu.au
