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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
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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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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
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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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Quantile connectedness and the determinants between FinTech and traditional financial institutions : evidence from China
Chen, Yan; Wang, Gang-Jin; Zhu, You; Chi, Xie; Uddin, … - In: Global finance journal 58 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014633876