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Multilayer network analysis of investor sentiment and stock returns

Wang, Gang-Jin; Xiong, Lu; Zhu, You; Chi, Xie; Foglia, … - In: Research in international business and finance 62 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014247313

COVID-19 and tail-event driven network risk in the eurozone

Toan Luu Duc Huynh; Foglia, Matteo; Doukas, John A. - In: Finance research letters 44 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014494902

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

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

Volatility connectedness in the cryptocurrency market : is Bitcoin a dominant cryptocurrency?

Yi, Shuyue; Xu, Zishuang; Wang, Gang-Jin - In: International review of financial analysis 60 (2018), pp. 98-114

Persistent link: https://www.econbiz.de/10012007543

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

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