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What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

Feng, Qianqian; Wang, Yijing; Sun, Xiaolei; Li, Jianping; … - In: Global finance journal 56 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478959

Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia

Liu, Chang; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Applied economics letters 28 (2021) 7, pp. 599-607

Persistent link: https://www.econbiz.de/10012501555

Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network

Liu, Chang; Sun, Xiaolei; Wang, Jun; Li, Jianping; … - In: Research in international business and finance 55 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013264679

Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports

Yang, Yuying; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Energy 68 (2014) C, pp. 930-938

External oil supply risk is an important aspect of energy security and oil import diversification is viewed as one of the most effective measures to reduce supply risk. By using the diversification index approach, this research attempts to assess external oil supply risks of oil importers with...

Persistent link: https://www.econbiz.de/10010811205

The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking

Li, Jianping; Zhu, Xiaoqian; Xie, Yongjia; Chen, Jianming; … - In: The journal of operational risk 9 (2014/2015) 3, pp. 3-19

Persistent link: https://www.econbiz.de/10013262974

To trade or not to trade : the effect of broker search and discretionary trading on securities market performance

Zhang, Wei; Li, Jinliang; Wu, Chunchi - In: The financial review : the official publication of the … 39 (2004) 2, pp. 271-292

Persistent link: https://www.econbiz.de/10002041241

Intradaily periodicity and volatility spillovers between international stock index futures markets

Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585

Persistent link: https://www.econbiz.de/10002846393

The information content of the NCREIF index

Li, Jinliang; Mooradian, Robert M.; Yang, Shiawee - In: The journal of real estate research 31 (2009) 1, pp. 93-116

Persistent link: https://www.econbiz.de/10003831660

Cash trading and index futures price volatility

Li, Jinliang - In: The journal of futures markets 31 (2011) 5, pp. 465-486

Persistent link: https://www.econbiz.de/10009009223

Stochastic volatility, liquidity and intraday information flow

Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515

Persistent link: https://www.econbiz.de/10009383452