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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

Ranking the economic importance of countries and industries

Li, Wei; Kenett, Dror Y.; Yamasaki, Kazuko; Stanley, H. … - In: The journal of network theory in finance 3 (2017) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10011879063

Predicting stock returns : a risk measurement perspective

Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803806

Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19

This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is applied for evaluating the impact of different EPU...

Persistent link: https://www.econbiz.de/10012705421

Measuring the systemic risk of China's banking sector : an application of differential DebtRank

Yin, Wenjie; Jin, Faqi; Tian, Meiyu; Wen, Fenghua - In: Journal of risk 22 (2019) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10013177100

Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries

He, Zhifang; Chen, Jiaqi; Zhou, Fangzhao; Zhang, Guoqing; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1154-1172

Persistent link: https://www.econbiz.de/10012815001

Risk compensation and market returns : the role of investor sentiment in the stock market

He, Zhifang; He, Linjie; Wen, Fenghua - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 3, pp. 704-718

Persistent link: https://www.econbiz.de/10012210569

Oil price uncertainty and stock price crash risk : evidence from China

Xiao, Jihong; Chen, Xian; Li, Yang; Wen, Fenghua - In: Energy economics 112 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013350788

Monetary policy uncertainty and stock returns in G7 and BRICS countries : a quantile-on-quantile approach

Wen, Fenghua; Shui, Aojie; Cheng, Yuxiang; Gong, Xu - In: International review of economics & finance : IREF 78 (2022), pp. 457-482

Persistent link: https://www.econbiz.de/10013334586

How does economic policy uncertainty affect corporate risk-taking? : evidence from China

Wen, Fenghua; Li, Cui; Sha, Han; Shao, Liuguo - In: Finance research letters 41 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013336156