Narrow search
Showing 1 - 5 of 5
Cover Image
Volatility connectedness in the Chinese banking system : do state-owned commercial banks contribute more?
Wang, Gang-Jin; Chi, Xie; Zhao, Longfeng; Jiang, Zhi-Qiang - In: Journal of international financial markets, … 57 (2018), pp. 205-230
Persistent link: https://www.econbiz.de/10012127626
Cover Image
Time domain and frequency domain Granger causality networks : application to China's financial institutions
Wang, Gang-Jin; Si, Hui-Bin; Chen, Yang-Yang; Chi, Xie; … - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805511
Cover Image
Stock market contagion during the global financial crisis : a multiscale approach
Wang, Gang-Jin; Chi, Xie; Lin, Min; Stanley, H. Eugene - In: Finance research letters 22 (2017), pp. 163-168
Persistent link: https://www.econbiz.de/10011808129
Cover Image
Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
Cover Image
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445243