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Spillovers between sovereign CDS and exchange rate markets : the role of market fear

Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012667722

Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network

Liu, Chang; Sun, Xiaolei; Wang, Jun; Li, Jianping; … - In: Research in international business and finance 55 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013264679

How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries

Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012438125

Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports

Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425

Persistent link: https://www.econbiz.de/10012420931

Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia

Liu, Chang; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Applied economics letters 28 (2021) 7, pp. 599-607

Persistent link: https://www.econbiz.de/10012501555

A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example

Hao, Jun; Feng, Qian Qian; Li, Jianping; Sun, Xiaolei - In: Journal of forecasting 42 (2023) 6, pp. 1385-1406

Persistent link: https://www.econbiz.de/10014338903

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

Feng, Qianqian; Wang, Yijing; Sun, Xiaolei; Li, Jianping; … - In: Global finance journal 56 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478959

Time-frequency comovements between sovereign CDS and exchange rates : the role of sentiments

Liu, Chang; Sun, Xiaolei; Li, Jianping - In: Global finance journal 56 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014478976

Do companies' risk perceptions affect investor confidence? : evidence from textual risk disclosure in the tourism industry

Feng, Yuyao; Li, Jianping; Sun, Xiaolei; Li, Guowen - In: Tourism management perspectives : TMP 49 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014554174

Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance

Sun, Xiaolei; Tang, Ling; Yang, Yuying; Wu, Dengsheng; … - In: Economic Modelling 42 (2014) C, pp. 287-295

The tanker shipping market has been treated as the key extension of the world oil market and inevitably, its uncertainty is correlated to volatility of the oil market, besides supply and demand factors. Therefore, for improving operational management and budget planning decisions, it is...

Persistent link: https://www.econbiz.de/10010931055