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Juan Lin

About Juan Lin

Juan Lin, With an exceptional h-index of 5 and a recent h-index of 4 (since 2020), a distinguished researcher at Xiamen University, specializes in the field of Risk Management, International Finance, Nonparametric and Semiparametric Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

A hybrid nonparametric multivariate density estimator with applications to risk management

No safe haven, only diversification and contagion—Intraday evidence around the COVID-19 pandemic

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

Macroeconomic uncertainty and firms’ investment in China

Are institutional investors marching into the crypto market?

Revisiting the return‐volatility relationship of exchange rates: New evidence from offshore RMB

Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets

A diagnostic test for specification of copulas under censorship

Juan Lin Information

University

Position

epartment of Finance SOE & WISE

Citations(all)

211

Citations(since 2020)

122

Cited By

129

hIndex(all)

5

hIndex(since 2020)

4

i10Index(all)

3

i10Index(since 2020)

2

Email

University Profile Page

Google Scholar

Juan Lin Skills & Research Interests

Risk Management

International Finance

Nonparametric and Semiparametric Econometrics

Top articles of Juan Lin

A hybrid nonparametric multivariate density estimator with applications to risk management

Econometric Reviews

2024/4/8

Juan Lin
Juan Lin

H-Index: 3

No safe haven, only diversification and contagion—Intraday evidence around the COVID-19 pandemic

Journal of International Money and Finance

2024/4/3

Juan Lin
Juan Lin

H-Index: 3

Yinggang Zhou
Yinggang Zhou

H-Index: 9

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

2023/5/23

Macroeconomic uncertainty and firms’ investment in China

Economics Letters

2023/5/1

Juan Lin
Juan Lin

H-Index: 3

Are institutional investors marching into the crypto market?

Economics Letters

2022/11/1

Juan Lin
Juan Lin

H-Index: 3

Peng Wang
Peng Wang

H-Index: 13

Revisiting the return‐volatility relationship of exchange rates: New evidence from offshore RMB

Pacific Economic Review

2022/8

Yue Chen
Yue Chen

H-Index: 8

Juan Lin
Juan Lin

H-Index: 3

Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets

Applied Economics

2022

Juan Lin
Juan Lin

H-Index: 3

A diagnostic test for specification of copulas under censorship

Econometric Reviews

2020/10/20

Juan Lin
Juan Lin

H-Index: 3

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

2020/6/25

See List of Professors in Juan Lin University(Xiamen University)