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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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Dynamical macroprudential stress testing using network theory
Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181
Persistent link: https://www.econbiz.de/10011544421
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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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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
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Multilayer information spillover networks analysis of China's financial institutions based on variance decompositions
Wang, Gang-Jin; Chen, Yang-Yang; Si, Hui-Bin; Chi, Xie; … - In: International review of economics & finance : IREF 73 (2021), pp. 325-347
Persistent link: https://www.econbiz.de/10012692326
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Interconnected multilayer networks : quantifying connectedness among global stock and foreign exchange markets
Wang, Gang-Jin; Wan, Li; Feng, Yusen; Chi, Xie; Uddin, … - In: International review of financial analysis 86 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248359
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Partial cross-quantilogram networks : measuring quantile connectedness of financial institutions
Qian, Biyu; Wang, Gang-Jin; Feng, Yusen; Chi, Xie - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013449112
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Impact of enterprises relationship on ML's ability to forecast SME's credit risk in SCF : a research based on complex network
Peng, Qiaosheng; Chi, Xie; Li, Jing; Zhu, You; Wang, … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 11, pp. 2594-2612
Persistent link: https://www.econbiz.de/10015049754
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Systemic risk prediction using machine learning : does network connectedness help prediction?
Wang, Gang-Jin; Chen, Yan; Zhu, You; Chi, Xie - In: International review of financial analysis 93 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014543427
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Sector connectedness in the Chinese stock markets
Shen, Ying-Ying; Jiang, Zhi-Qiang; Ma, Jun-Chao; Wang, … - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 825-852
Persistent link: https://www.econbiz.de/10012819494