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Impacts of COVID-19 on financial markets : from the perspective of financial stress

Yao, Xiaoyang; Li, Jianfeng; Shang, Zezhong; Le, Wei; … - In: Applied economics letters 30 (2023) 5, pp. 669-673

Persistent link: https://www.econbiz.de/10013553834

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

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

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

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

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

Option prices and stock market momentum : evidence from China

Li, Jianping; Yao, Yanzhen; Chen, Yibing; Lee, Cheng F. - In: Quantitative finance 18 (2018) 9, pp. 1517-1529

Persistent link: https://www.econbiz.de/10011913187

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

Cities in a pandemic : evidence from China

Baltagi, Badi H.; Deng, Ying; Li, Jing; Yang, Zhenlin - In: Journal of regional science 63 (2023) 2, pp. 379-408

Persistent link: https://www.econbiz.de/10014364951

Cities in a pandemic : evidence from China

Baltagi, Badi H.; Deng, Ying; Li, Jing; Yang, Zhenlin - 2022

This paper studies the impact of urban density, city government efficiency, and medical resources on COVID-19 infection and death outcomes in China. We adopt a simultaneous spatial dynamic panel data model to account for (i) the simultaneity of infection and death outcomes, (ii) the spatial...

Persistent link: https://www.econbiz.de/10013419317