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Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Ji, Hao; Wang, Hao; Xu, Jia; Liseo, Brunero - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 11, pp. 2608-2624
Persistent link: https://www.econbiz.de/10012262880
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China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
Ji, Hao; Wang, Hao; Zhong, Rui; Li, Min - In: Economic modelling 93 (2020), pp. 187-204
Persistent link: https://www.econbiz.de/10012430113
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The asymmetric contagion effect between stock market and cryptocurrency market
Wang, Hao; Wang, Xiaoqian; Yin, Siyuan; Ji, Hao - In: Finance research letters 46 (2022) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013339248
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Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao; Dong, Yizhe; Sun, Mingli; Shi, Baofeng; Ji, Hao - In: Economic modelling 130 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
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The dynamic impact of monetary policy on financial stability in China after crises
Wang, Hao; Xu, Ning; Yin, Haiyan; Ji, Hao - In: Pacific-Basin finance journal 75 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013552571
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Portfolio Diversification Strategy Via Tail-Dependence Clustering and ARMA-GARCH Vine Copula Approach
Ji, Hao; Wang, Hao; Liseo, Brunero - In: Australian Economic Papers 57 (2018) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10012085414