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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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Extreme risk spillover effects in world gold markets and the global financial crisis
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77
Persistent link: https://www.econbiz.de/10011626706
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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
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Stock market contagion during the global financial crisis : a multiscale approach
Wang, Gang-Jin; Chi, Xie; Lin, Min; Stanley, H. Eugene - In: Finance research letters 22 (2017), pp. 163-168
Persistent link: https://www.econbiz.de/10011808129
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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
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Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445243