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Sector connectedness in the Chinese stock markets

Shen, Ying-Ying; Jiang, Zhi-Qiang; Ma, Jun-Chao; Wang, … - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 825-852

Persistent link: https://www.econbiz.de/10012819494

Time domain and frequency domain Granger causality networks : application to China's financial institutions

Wang, Gang-Jin; Si, Hui-Bin; Chen, Yang-Yang; Chi, Xie; … - In: Finance research letters 39 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805511

Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?

Wang, Gang-Jin; Ma, Xin-yu; Wu, Hao-yu - In: Research in international business and finance 54 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012549844

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

Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model

Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012671271

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

Business conditions, uncertainty shocks and Bitcoin returns

Jiang, Yong; Wang, Gang-Jin; Wen, Dan-Yan; Yang, Xiao-guang - In: Evolutionary and institutional economics review 17 (2020) 2, pp. 415-424

Persistent link: https://www.econbiz.de/10012621297

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

BP-CVaR : a novel model of estimating CVaR with back propagation algorithm

Wang, Gang-Jin; Zhu, Chun-Long - In: Economics letters 209 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10013209345

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