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Risk spillover and network connectedness analysis of China's green bond and financial markets : evidence from financial events of 2015-2020
Gao, Yang; Li, Yangyang; Wang, Yaojun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822084
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Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Zhao, Wandi; Gao, Yang - In: Emerging markets review 59 (2024), pp. 1-30
Persistent link: https://www.econbiz.de/10014533597
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Risk spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Gao, Yang; Li, Yangyang; Zhao, Chengjie; Wang, Yaojun - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413547
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Investor sentiment and stock price jumps : a network analysis based on China's carbon-neutral sectors
Gao, Yang; Zhao, Chengjie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485225
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Network connectedness and the contagion structure of informed trading : evidence from the time and frequency domains
Zhao, Wandi; Gao, Yang - In: International review of financial analysis 90 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014470873
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Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
Gao, Yang; Liu, Xiaoyi - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014534809