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Multilayer financial networks and systemic importance : evidence from China
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252484
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The impact of the cross-shareholding network on extreme price movements : evidence from China
Cao, Jie; Wen, Fenghua - In: Journal of risk 22 (2019) 2, pp. 79-102
Persistent link: https://www.econbiz.de/10013177131
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Time-varying tail dependence networks of financial institutions
Wen, Fenghua; Weng, Kaiyan; Cao, Jie - In: Journal of risk 23 (2021) 6, pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
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Measuring the systemic risk in indirect financial networks
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098
Persistent link: https://www.econbiz.de/10013373362