Overview
Wenna holds a PhD in Economics from Cardiff University. Her research area includes international finance and volatility modelling. She teaches financial derivatives and econometrics.
Research Publications
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Y., Guan, B., Lu, W. & Heravi, S., 10 Jul 2024, In: Energy Economics. 136, p. 107750 107750.Research output: Contribution to journal › Article › peer-review
The pricing of unexpected volatility in the currency market
Lu, W., Copeland, L. & Xu, Y., 22 Mar 2023, In: European Journal of Finance. 29, 17, p. 2032-2046 15 p.Research output: Contribution to journal › Article › peer-review
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
Xu, Y., Taylor, N. & Lu, W., 31 Jan 2018, In: International Review of Financial Analysis. 56, p. 208-220 13 p.Research output: Contribution to journal › Article › peer-review
Dodging the steamroller: Fundamentals versus the carry trade
Copeland, L. & Lu, W., 19 Apr 2016, In: Journal of International Financial Markets, Institutions and Money. 42, p. 115-131 17 p.Research output: Contribution to journal › Article › peer-review