Okinawa University · Department of Economics, Law and Commerce / Faculty of Economics, Law and Commerce · 講師

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• 1. Xu, Lei, Shigeyuki Hamori, and Takuji Kinkyo. “Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates.” The North American Journal of Economics and Finance 56 (2021): 101360. [査読有り]2021
• 2. Xu, Lei, and Takuji Kinkyo. “Changing patterns of Asian currencies’ co-movement with the US dollar and the Chinese renminbi: Evidence from a wavelet multiresolution analysis.” Applied Economics Letters 26.6 (2019): 465-472. [査読有り]2019
• 3. Xu, Lei, Takuji Kinkyo, and Shigeyuki Hamori. “Predicting currency crises: A novel approach combining random forests and wavelet transform.” Journal of Risk and Financial Management 11.4 (2018): 86. [査読有り]2018
• Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets

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