- Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industriesCuestas, Juan Carlos; Tang, BoStudies in nonlinear dynamics & econometrics2017 / art. 20160042, p. 1-21 : ill https://doi.org/10.1515/snde-2016-0042 https://www.scopus.com/sourceid/144730 https://www.scopus.com/record/display.uri?eid=2-s2.0-85029571977&origin=inward&txGid=69f1e5d85b4215a75437464d47828561 https://jcr.clarivate.com/jcr-jp/journal-profile?journal=STUD%20NONLINEAR%20DYN%20E&year=2017 https://www.webofscience.com/wos/woscc/full-record/WOS:000411277000001
- Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industries [Online resource]Cuestas, Juan Carlos; Tang, Bo2015 https://www.sheffield.ac.uk/economics/research/serps/articles/2015_021
- Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firmsCuestas, Juan Carlos; Huang, Ying Sophie; Tang, BoInternational Review of Financial Analysis2018 / p. 253 - 263 https://doi.org/10.1016/j.irfa.2018.01.013 https://www.scopus.com/sourceid/17385 https://www.scopus.com/record/display.uri?eid=2-s2.0-85041588508&origin=inward&txGid=372d7a161d27c2556bb3aa25a634989e https://jcr.clarivate.com/jcr-jp/journal-profile?journal=INT%20REV%20FINANC%20ANAL&year=2022 https://www.webofscience.com/wos/woscc/full-record/WOS:000426086200019
- Exchange rate changes and stock returns in China : a Markov switching SVAR approach [Online resource]Cuestas, Juan Carlos; Tang, Bo2015 https://www.sheffield.ac.uk/economics/research/serps/articles/2015_024
- A Markov Switching SVAR analysis on the relationship between exchange rate changes and stock returns in ChinaCuestas, Juan Carlos; Tang, BoInternational journal of emerging markets2020 / p. 625-642 : ill https://doi.org/10.1108/IJOEM-06-2019-0463 https://www.scopus.com/sourceid/21100304262 https://www.scopus.com/record/display.uri?eid=2-s2.0-85084232630&origin=inward&txGid=bbd6b5b139f8b7fff1c45be106e0c45c https://jcr.clarivate.com/jcr-jp/journal-profile?journal=INT%20J%20EMERG%20MARK&year=2022 https://www.webofscience.com/wos/woscc/full-record/WOS:000529179400001