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Multilayer information spillover networks analysis of China's financial institutions based on variance decompositions

Wang, Gang-Jin; Chen, Yang-Yang; Si, Hui-Bin; Chi, Xie; … - In: International review of economics & finance : IREF 73 (2021), pp. 325-347

Persistent link: https://www.econbiz.de/10012692326

Multilayer information spillover networks : measuring interconnectedness of financial institutions

Wang, Gang-Jin; Yi, Shuyue; Chi, Xie; Stanley, H. Eugene - In: Quantitative finance 21 (2021) 7, pp. 1163-1185

Persistent link: https://www.econbiz.de/10012588034

Connectedness and systemic risk of the banking industry along the Belt and Road

Wang, Gang-Jin; Feng, Yusen; Xiao, Yufeng; Zhu, You; … - In: Journal of management science and engineering 7 (2022) 2, pp. 303-329

This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels...

Persistent link: https://www.econbiz.de/10013272974

When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin

Wang, Gang-Jin; Chi, Xie; Wen, Danyan; Zhao, Longfeng - In: Finance research letters 31 (2019), pp. 489-497

Persistent link: https://www.econbiz.de/10012421780

Volatility connectedness in the Chinese banking system : do state-owned commercial banks contribute more?

Wang, Gang-Jin; Chi, Xie; Zhao, Longfeng; Jiang, Zhi-Qiang - In: Journal of international financial markets, … 57 (2018), pp. 205-230

Persistent link: https://www.econbiz.de/10012127626

Extreme risk spillover effects in world gold markets and the global financial crisis

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77

Persistent link: https://www.econbiz.de/10011626706

Are stock market networks non-fractal? : evidence from New York stock exchange

Zeng, Zhi-Jian; Chi, Xie; Yan, Xin-Guo; Hu, Jue; Mao, Zhou - In: Finance research letters 17 (2016), pp. 97-102

Persistent link: https://www.econbiz.de/10011596242

Traffic equilibrium with a continuously distributed bound on travel weights : the rise of range anxiety and mental account

Xie, Chi; Wu, Xing; Boyles, Stephen - In: Operations research for transportation, (pp. 279-310). 2019

Persistent link: https://www.econbiz.de/10012001091

Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks

Wang, Gang-Jin; Chi, Xie; Stanley, H. Eugene - In: Computational economics 51 (2018) 3, pp. 607-635

Persistent link: https://www.econbiz.de/10011963715

Interconnectedness and systemic risk of China's financial institutions

Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012114699