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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

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

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

Volatility connectedness in the Chinese banking system : do state-owned commercial banks contribute more?

Wang, Gang-Jin; Chi, Xie; Zhao, Longfeng; Jiang, Zhi-Qiang - In: Journal of international financial markets, … 57 (2018), pp. 205-230

Persistent link: https://www.econbiz.de/10012127626

Time domain and frequency domain Granger causality networks : application to China's financial institutions

Wang, Gang-Jin; Si, Hui-Bin; Chen, Yang-Yang; Chi, Xie; … - In: Finance research letters 39 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805511

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

Connectedness and systemic risk of the banking industry along the Belt and Road

Wang, Gang-Jin; Feng, Yusen; Xiao, Yufeng; Zhu, You; … - In: Journal of management science and engineering 7 (2022) 2, pp. 303-329

This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels...

Persistent link: https://www.econbiz.de/10013272974

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

Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries

Feng, Yusen; Wang, Gang-Jin; Zhu, You; Chi, Xie - In: Emerging markets review 55 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014481080

Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market : a multilayer network perspective

Ling, Yu-Xiu; Chi, Xie; Wang, Gang-Jin - In: Emerging markets review 52 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013419083