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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

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

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

Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports

Yang, Yuying; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Energy 68 (2014) C, pp. 930-938

External oil supply risk is an important aspect of energy security and oil import diversification is viewed as one of the most effective measures to reduce supply risk. By using the diversification index approach, this research attempts to assess external oil supply risks of oil importers with...

Persistent link: https://www.econbiz.de/10010811205

The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking

Li, Jianping; Zhu, Xiaoqian; Xie, Yongjia; Chen, Jianming; … - In: The journal of operational risk 9 (2014/2015) 3, pp. 3-19

Persistent link: https://www.econbiz.de/10013262974