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~language:"eng"
~person:"Wang, Jun"
~subject:"Impact assessment"
~subject:"Volatility"
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Impact assessment
Volatility
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3
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Wang, Jun
Li, Jianping
8
Li, Jinliang
6
Sun, Xiaolei
6
Baltagi, Badi H.
2
Chiang, Thomas C.
2
Deng, Ying
2
Le, Wei
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International review of financial analysis
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Finance research letters
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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:
2
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:
3
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:
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