Dr Ling Xiao

  1. 2022
  2. E-pub ahead of print

    Conditional Sovereign CDS in Market Basket Risk Scenario: A Dynamic Vine-Copula Analysis

    Wang, Q., Liu, M., Xiao, L., Dai, X., Li, M. C. & Wu, F., 11 Jan 2022, (E-pub ahead of print) In: International Review of Financial Analysis. 102025.

    Research output: Contribution to journalArticlepeer-review

  3. E-pub ahead of print

    Assessing the potential for Banana Guards: SAGE Business Cases

    O'Brien, J., Megnauth, G. & Xiao, L., 3 Jan 2022, (E-pub ahead of print) In: SAGE Business Cases.

    Research output: Contribution to journalArticlepeer-review

  4. 2021
  5. Published
  6. Forthcoming

    MOTHERCARE: DOWN OR FLOURISH? SAGE Business Case

    Xiao, L. & Mehta, A., 27 Oct 2021, (Accepted/In press).

    Research output: Contribution to conferencePaperpeer-review

  7. Published

    Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS

    Dai, X., Xiao, L., Wang, Q. & Dhesi, G., Sep 2021, In: Energy Policy. 156, 112428.

    Research output: Contribution to journalArticlepeer-review

  8. Published

    Did COVID-19 increase equity market risk exposure? Evidence from China, the UK, and the US

    Li, M. C., Lai, C. C. & Xiao, L., 8 Apr 2021, In: APPLIED ECONOMICS LETTERS.

    Research output: Contribution to journalArticlepeer-review

  9. Published

    SRHE Blog: In search of the perfect blend – debunking some myths

    Xiao, L. & Gill-Simmen, L., 29 Mar 2021, The Society for Research into Higher Education.

    Research output: Other contribution

  10. 2020
  11. Published

    Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach

    Xiao, L., Dhesi, G., Ceptureanu, E. G., Lin, K., Herteliu, C., Syed, B. & Ceptureanu, S. I., 24 Feb 2020, In: Soft computing. p. 1-8 8 p.

    Research output: Contribution to journalArticlepeer-review

  12. 2016
  13. Published

    Modified Brownian Motion Approach to Modeling Returns Distribution

    Dhesi, G., Shakeel, M. B. & Xiao, L., 22 Mar 2016, In: Wilmott Magzine. 2016, 82, p. 74-77 4 p.

    Research output: Contribution to journalArticlepeer-review

  14. 2014
  15. Unpublished
  16. 2010
  17. Published

    Dynamic Linkages between the European and US stock markets”

    Xiao, L. & Dhesi, G., 4 Nov 2010, Proceedings of the 3rd BIFE Conference IEEE Computer Society, City University of Hong Kong.. IEEE Xplore

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  18. Published

    Volatility spillover and time-varying conditional correlation between the European and US stock markets

    Xiao, L. & Dhesi, G., 2 Sep 2010, In: Global Economy and Finance Journal. 3, 2, p. 148-164 164 p.

    Research output: Contribution to journalArticlepeer-review