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~person:"Sun, Xiaolei"
~person:"Wang, Lin"
~source:"econis"
~subject:"Impact assessment"
~subject:"Volatility"
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Search: person:"Li, Jianping"
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Impact assessment
Volatility
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8
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8
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8
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Credit derivative
7
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7
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Sun, Xiaolei
Wang, Lin
Li, Jianping
8
Wang, Jun
3
Le, Wei
2
Yao, Xiaoyang
2
Yao, Yanzhen
2
Chen, Xiuwen
1
Chen, Yibing
1
Ji, Qiang
1
Lee, Cheng F.
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Li, Jianfeng
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Li, Jingyu
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
2
How does economic policy uncertainty react to oil price shocks? : a multi-scale perspective
Chen, Xiuwen
;
Sun, Xiaolei
;
Li, Jianping
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 188-193
Persistent link: https://www.econbiz.de/10012205412
Saved in:
3
Financial stress dynamics in China : an interconnectedness perspective
Yao, Xiaoyang
;
Le, Wei
;
Sun, Xiaolei
;
Li, Jianping
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 217-238
Persistent link: https://www.econbiz.de/10012486361
Saved in:
4
Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei
;
Liu, Chang
;
Wang, Jun
;
Li, Jianping
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
Saved in:
5
How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun
;
Sun, Xiaolei
;
Li, Jianping
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
Saved in:
6
Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang
;
Li, Jianping
;
Sun, Xiaolei
- In:
Finance research letters
30
(
2019
),
pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
Saved in:
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