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Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
Sun, Xiaolei; Chen, Xiuwen; Wang, Jun; Li, Jianping - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658828
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Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
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Bank risk aggregation with forward-looking textual risk disclosures
Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012203124
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Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian; Zhou, Deheng; Hu, Jiayu; Li, Junwen; Su, … - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
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The cross-border interaction of financial stress : from the perspective of pattern causality
Yao, Xiaoyang; Le, Wei; Li, Jianfeng; Liu, Enmeng - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014485330