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Multilayer networks in the frequency domain : measuring volatility connectedness among Chinese financial institutions

Ouyang, Zisheng; Zhou, Xuewei; Wang, Gang-jin; Liu, Shuwen - In: International review of economics & finance : IREF 92 (2024), pp. 909-928

Persistent link: https://www.econbiz.de/10014535058

Identification of the contagion effect in China's financial market uncertainties : a multiscale and dynamic perspective

Wang, Xinya; Xu, Xin; Rong, Xueyun; Xuan, Siyuan - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1340-1362

Persistent link: https://www.econbiz.de/10014535470

Do loosened trading rules restore the stock index futures price discovery ability in China?

Zhang, Xiaotao; Zhao, Yuepeng; Wang, Ziqiao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 389-397

Persistent link: https://www.econbiz.de/10014535566

Risk contagion in financial markets : a systematic review using bibliometric methods

Su, Fei; Zhai, Lili; Zhou, Yunyan; Zhuang, Zixi; Wang, … - In: Australian economic papers 63 (2024) 1, pp. 163-199

Persistent link: https://www.econbiz.de/10014540251

Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors

Duc Vo Hong; Hung Le‑Phuc Nguyen - In: Financial innovation : FIN 10 (2024), pp. 1-29

Global economic downturns and multiple extreme events threaten Vietnam's economy, leading to a surge in stock market risk and signifcant spillovers. This study investigates market risk spillovers and explores the asymmetric efects of macroeco‑ nomic indicators on market risk across 24 sectors...

Persistent link: https://www.econbiz.de/10014540590

Asymmetric and high-order risk transmission across VIX and Chinese futures markets

Zhang, Qun; Zhang, Zhendong; Luo, Jiawen - In: International review of financial analysis 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543395

Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China

Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014543482

Prediction of realized volatility and implied volatility indices using AI and machine learning : a review

Gunnarsson, Elias Søvik; Isern, Håkon Ramon; … - In: International review of financial analysis 93 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014543698

Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy

Feng, Lingbing; Qi, Jiajun; Lucey, Brian M. - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543914

Cross-exchange crypto risk : a high-frequency dynamic network perspective

Wang, Yifu; Lu, Wanbo; Lin, Min-Bin; Ren, Rui; Härdle, … - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543953