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Extreme risk spillover effects in world gold markets and the global financial crisis
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77
Persistent link: https://www.econbiz.de/10011626706
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Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
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Interconnectedness and systemic risk of China's financial institutions
Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012114699
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Stock market contagion during the global financial crisis : a multiscale approach
Wang, Gang-Jin; Chi, Xie; Lin, Min; Stanley, H. Eugene - In: Finance research letters 22 (2017), pp. 163-168
Persistent link: https://www.econbiz.de/10011808129
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Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks
Wang, Gang-Jin; Chi, Xie; Stanley, H. Eugene - In: Computational economics 51 (2018) 3, pp. 607-635
Persistent link: https://www.econbiz.de/10011963715
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Multilayer information spillover networks : measuring interconnectedness of financial institutions
Wang, Gang-Jin; Yi, Shuyue; Chi, Xie; Stanley, H. Eugene - In: Quantitative finance 21 (2021) 7, pp. 1163-1185
Persistent link: https://www.econbiz.de/10012588034