聂禾｜武汉大学｜学者主页

2026

The Real Cost Channel and Optimal Labor Taxation at the Zero Lower Bound

Haoan Wang, Haochun Ma, He Nie

Journal of Public Economic Theory

DOI

2026

Green collateral policy and firm-level new quality productive forces: evidence from the PBoC’s 2018 collateral expansion

He Nie, 柯銳杰, Yu Li

Applied Economics Letters

DOI

2025

Can sustainability-linked lending reconcile environmental and financial motives?

Ammu George, Jingong Huang, He Nie, Taojun Xie

International Review Of Financial Analysis，Vol. 104

DOI

2025

The real cost channel and the Phillips Curve for China

He Nie, Jiarui Yao, Haoan Wang

Economics Letters，Vol. 247

DOI

2023

The dynamics of crude oil future prices on China's energy markets: Quantile-on-quantile and casualty-in-quantiles approaches

Juan Meng, Bin Mo, He Nie

Journal Of Futures Markets，Vol. 430, No. 120

DOI

2023

The promises (and perils) of control-contingent forward guidance

He Nie, Jordan Roulleau-Pasdeloup

Review Of Economic Dynamics，Vol. 490

DOI

2023

Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China

Zhenghui Li, Bin Mo, He Nie

International Review Of Economics & Finance，Vol. 86

DOI

2023

Government spending multipliers with the Real Cost channel

He Nie

Macroeconomic Dynamics

DOI

2022

Time-frequency analysis of risk spillovers from oil to BRICS stock markets: A long-memory Copula-CoVaR-MODWT method

Yonghong Jiang, Jinqi Mu, He Nie, Lanxin Wu

International Journal Of Finance & Economics，Vol. 270, No. 30

DOI

2022

The Impact of RCEP on Dual Circulation and Greater Bay Area — From the Perspective of China’s Stock Market Conditions

Bin Mo, He Nie

Economic Analysis Letters

DOI

2022

Emission-elastic Lending Rate: Implications on Environment, Welfare, and Financial Stability

Ammu George, Jingong Huang, He Nie, Tao-Jun Xie

Social Science Research Network

DOI

2022

Avoiding Expectations-driven Liquidity Traps

He Nie

Social Science Research Network

DOI

2021

Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?-New evidence from quantile coherency analysis

Yonghong Jiang, Lanxin Wu, Gengyu Tian, He Nie

Journal Of International Financial Markets Institutions & Money，Vol. 72

DOI

2021

The Macroeconomic Effects of Tax Shocks: The Cost Channel

He Nie

Social Science Research Network

DOI

2020

Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches

Yonghong Jiang, Qidi Feng, Bin Mo, He Nie

North American Journal Of Economics And Finance，Vol. 52

DOI

2020

Risk spillover effects from global crude oil market to China’s commodity sectors

Juan Meng, He Nie, Bin Mo, Yong-Hong Jiang

DOI

2019

Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

Yonghong Jiang, Zixuan Zhu, Gengyu Tian, He Nie

Finance Research Letters，Vol. 31

DOI

2019

Policy uncertainty and FDI: Evidence from national elections

Kexin Chen, He Nie, Zhenyu Ge

Journal Of International Trade & Economic Development，Vol. 280, No. 40

DOI

2019

国际石油价格与中国行业股市的风险溢出效应研究

姜永宏，穆金旗，聂禾

《经济与管理评论》，Vol. 35, No. 5

下载原文

2019

Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China

Yong-Hong Jiang, Luli He, Juan Meng, He Nie

Physica A: Statistical Mechanics and its Applications

DOI

2019

Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests

Bin Mo, Cui Chen, He Nie, Yong-Hong Jiang

Energy

DOI

2019

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Yong-Hong Jiang, Cheng Jiang, He Nie, Bin Mo

Energy

DOI

2018

Time-varying long-term memory in Bitcoin market

Jiang Yonghong, Nie He, Ruan Weihua

Finance Research Letters，Vol. 25

DOI

2018

Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

He Nie, Yong-Hong Jiang, Baoqing Yang

DOI

2018

Comparative Study on Forecasting Model for Stock Index Future Price

Wenbo Wang, He Nie

DOI

2018

Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method

Yong-Hong Jiang, Bin Mo, He Nie

DOI

2018

Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches

Yong-Hong Jiang, Jiashun Lao, Bin Mo, He Nie

Physica A: Statistical Mechanics and its Applications

DOI

2018

Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac

Yong-Hong Jiang, Juan Meng, He Nie

2018

Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets

Jiashun Lao, He Nie, Yong-Hong Jiang

Physica A: Statistical Mechanics and its Applications

DOI

2018

Dynamic linkages among the gold market, US dollar and crude oil market

Bin Mo, He Nie, Yong-Hong Jiang

DOI

2017

Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests

Yonghong Jiang, He Nie, Joe Yohanes Monginsidi

Economic Modelling，Vol. 64

DOI

聂禾

精选作品

期刊论文

The Real Cost Channel and Optimal Labor Taxation at the Zero Lower Bound

Green collateral policy and firm-level new quality productive forces: evidence from the PBoC’s 2018 collateral expansion

Can sustainability-linked lending reconcile environmental and financial motives?

The real cost channel and the Phillips Curve for China

The dynamics of crude oil future prices on China's energy markets: Quantile-on-quantile and casualty-in-quantiles approaches

The promises (and perils) of control-contingent forward guidance

Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China

Government spending multipliers with the Real Cost channel

Time-frequency analysis of risk spillovers from oil to BRICS stock markets: A long-memory Copula-CoVaR-MODWT method

The Impact of RCEP on Dual Circulation and Greater Bay Area — From the Perspective of China’s Stock Market Conditions

Emission-elastic Lending Rate: Implications on Environment, Welfare, and Financial Stability

Avoiding Expectations-driven Liquidity Traps

Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?-New evidence from quantile coherency analysis

The Macroeconomic Effects of Tax Shocks: The Cost Channel

Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches

Risk spillover effects from global crude oil market to China’s commodity sectors

Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

Policy uncertainty and FDI: Evidence from national elections

国际石油价格与中国行业股市的风险溢出效应研究

Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China

Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Time-varying long-term memory in Bitcoin market

Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

Comparative Study on Forecasting Model for Stock Index Future Price

Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method

Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches

Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac

Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets

Dynamic linkages among the gold market, US dollar and crude oil market

Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests

研究方向