Journal Articles

Yan, M, Gramlich, D, Zhang, D (2024) Bank Lending and Policy Interactions – A Comprehensive Assessment for the G20 countries, International Journal of Finance and Economics, ISSN: 1076-9307.

Yan, M, Li, Y, Pantelous, AA, Vigne, S, Zhang, D (2023) A comparative and conceptual intellectual study of environmental topic in economic and finance, International Review of Financial Analysis, 91, 103023, ISSN: 1057-5219. DOI: 10.1016/j.irfa.2023.103023.

Xiao, Q, Yan, M, Zhang, D (2023) Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach, International Review of Financial Analysis, 89, 102743, ISSN: 1057-5219. DOI: 10.1016/j.irfa.2023.102743.

Hudson, Y, Yan, M, Zhang, D (2020) Herd behaviour & investor sentiment: evidence from UK mutual funds, International Review of Financial Analysis, 71, 101494, ISSN: 1057-5219. DOI: 10.1016/j.irfa.2020.101494.

Zhang, D, Yan, M, Tsopanakis, A (2018) Financial stress relationships among Euro area countries: an R-vine copula approach, The European Journal of Finance, 24(17), pp.1587-1608, ISSN: 1351-847X. DOI: 10.1080/1351847x.2017.1419273.

Yan, M, Zhang, D, Hall, MJB, Turner, P (2017) How liquid are banks: Some evidence from the United Kingdom, Journal of Banking Regulation, 18(2), pp.163-179, ISSN: 1745-6452. DOI: 10.1057/jbr.2016.3.

Yan, M, Hall, MJB, Turner, P (2014) Estimating liquidity risk using the exposure-based cash-flow-at-risk approach: An application to the uk banking sector, International Journal of Finance and Economics, 19(3), pp.225-238, ISSN: 1076-9307. DOI: 10.1002/ijfe.1495.

Yan, M, Hall, M, Turner, P (2012) A cost-benefit analysis of Basel III: some evidence from the UK, 25, pp.73-82, ISSN: 1057-5219. DOI: 10.1016/j.irfa.2012.06.009.

Hall, MJB, Turner, P, Yan, M (2011) Estimating Liquidity Risk Using the Exposure-based Cash-Flow-At-Risk Approach: An Application to the UK Banking Sector, Loughborough University Economics Working Paper No. WP2011-06.

Conferences

Yan, M, Zhang, D, Gramlich, D (2023) Financial transmission of natural disasters-Some Evidence from UK. In The 2023 International Conference on Sustainability, Environment, and Social Transition in Economics and Finance, University of Southampton.

Yan, M (2019) The Effect of Loan Diversification on Bank Performance and Risk: Some Evidence from Ukraine. In Olekasndr, T and Andriy, T (ed) National Bank of Ukraine Open Research Seminar, Ukraine.

Yan, M (2018) The Effect of Loan Diversification on Bank Performance and Risk: Some Evidence from Ukraine. In Olekasndr, T and Andriy, T (ed) National Bank of Ukraine Open Research Seminar, Ukraine.

Yan, M, Dalu, Z, Andreas, T (2017) Financial stress relationships among Euro area countries: an R-vine copula approach. In IFABS 2017 Oxford Conference, University of Oxford.

Yan, M, Dalu, Z, Dieter, G (2017) Bank Lending and Policy Interactions – A Comprehensive Assessment for the G20 countries. In 7th International conference of financial engineering and banking society, banking financial market, innovation and regulation, University of Strathclyde.

Meilan, Y, Dalu, Z, Andreas, T, Yan, M (2016) Financial stress relationships among Euro area countries: an R-vine copula approach. In Portsmouth-Fordham Conference on Banking and Finance, Portsmouth Business School.

Meilan, Y, Olekasndr, T, Andriy, T, Yan, M (2016) The Effect of Loan Diversification on Bank Performance and Risk: Some Evidence from Ukraine. In The 6th International Conference of the Financial Engineering and Banking Society, Malaga, Spain.

Yan, M, Maximilian, H, Paul, T (2015) Estimating Liquidity Risk using the Exposure-Based Cash-Flow-at-Risk Approach: An Application to the UK Banking Sector. In The 1st World Congress of Comparative Economics, Rome, Italy.

Yan, M, Maximilian, H, Paul, T (2014) Estimating Liquidity Risk using the Exposure-Based Cash-Flow-at-Risk Approach: An Application to the UK Banking Sector. In The 31st University of Wolverhampton Business School Research Conference,Wolverhampton, UK.

Yan, M, Maximilian, H, Paul, T (2012) Estimating Liquidity Risk using the Exposure-Based Cash-Flow-at-Risk Approach: An Application to the UK Banking Sector. In The World Finance and Banking Symposium, Shanghai.

Yan, M, Maximilian, H, Paul, T (2011) A Cost-Benefit Analysis of Basel III: Some Evidence from the UK. In The European Conference on Banking and the Economy, Winchester.

Hall, MJB, Turner, P, Yan, M (2011) A Cost-benefit Analysis of Basel 3: Some Evidence from the UK. In 20th International Tor Vergata Conference on Money, Banking and Finance, Rome.

Chapters

Yan, M, Maximilian, H, Paul, T (2016) Estimating liquidity risk using Exposure-Based Cash-Flow-at-Risk. In Alternative Investment: CAIA Level II, CAIA: chartered alternative investment analyst, pp.316-322.

Internet Publications

Yan, M (2016) Comments on the National Bank of Ukraine’s No.778 resolution on banking in 2016.

Presentations

Yan, M (2023) International Workshop on Circular Economy and Sustainability.

Meilan, Y (2018) Westminster Business Forum Keynote Seminar.

Meilan, Y Joint conference on the interaction of regulatory instruments.

Media

Meilan, Y Comments on the National Bank of Ukraine’s No.778 resolution on banking.

Other

Yan, M, Maximiliam, H, Paul, T (2012) Evidence presented to the Joint Committees of the UK Parliament for designing the UK banking capital and liquidity ratios.