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Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices : evidence from G7 countries

Sun, Qingru; Gao, Xiangyun; Wang, Ze; Liu, Siyao; Guo, Sui - In: Journal of economic interaction and coordination 15 (2020) 4, pp. 821-844

Persistent link: https://www.econbiz.de/10012296985

Essays on sovereign credit default swaps

Li, Yi - 2020

This dissertation consists of three essays on sovereign credit default swaps (CDSs). The first essay studies the relationship between the China sovereign and bank CDS spreads and the determinants of the China sovereign CDS spread changes using the copula model and regression analysis. Our...

Persistent link: https://www.econbiz.de/10012297972

Three-level network analysis of the North American natural gas price: a multiscale perspective

Liu, Shuyu; Huang, Shupei; Chi, Yuxi; Feng, Sida; Li, Yang - In: International review of financial analysis 67 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012299171

Social media effect, investor recognition and the cross-section of stock returns

Meng, Xiangtong; Zhang, Wei; Li, Youwei; Cao, Xing; Feng, Xu - In: International review of financial analysis 67 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012299199

Identifying the relative importance of stock characteristics

French, Declan; Wu, Yuliang; Li, Youwei - In: Journal of multinational financial management 34 (2016), pp. 80-91

Persistent link: https://www.econbiz.de/10011719943

US dollar carry trades in the era of "cheap money"

Shehadeh, Ali; Erdős, Péter; Li, Youwei; Moore, Michael J. - In: Finance a úvěr 66 (2016) 5, pp. 374-404

Persistent link: https://www.econbiz.de/10011582471

India's transition of economic development strategy under the Modi administration

Li, Yanfang - In: Annual report on the development of the Indian Ocean … (2016), pp. 183-215

Persistent link: https://www.econbiz.de/10011669397

Are investors rational or perceptual in P2P lending?

Chen, Xiaohong; Jin, Fu-jing; Zhang, Qun; Li, Yang - In: Information systems and e-business management : ISeB 14 (2016) 4, pp. 921-944

Persistent link: https://www.econbiz.de/10011673363

A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans

Li, Yuying; Forsyth, Peter A. - In: Insurance / Mathematics & economics 86 (2019), pp. 189-204

Persistent link: https://www.econbiz.de/10012058861

Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches

Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140

Persistent link: https://www.econbiz.de/10011983588

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