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Financial stress dynamics in China : an interconnectedness perspective
Yao, Xiaoyang; Le, Wei; Sun, Xiaolei; Li, Jianping - In: International review of economics & finance : IREF 68 (2020), pp. 217-238
Persistent link: https://www.econbiz.de/10012486361
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Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework
Sun, Xiaolei; Yao, Xiaoyang; Wang, Jun - In: Finance research letters 21 (2017), pp. 214-221
Persistent link: https://www.econbiz.de/10011807788
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Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
Shen, Yiran; Feng, Qianqian; Sun, Xiaolei - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015133591
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Impacts of COVID-19 on financial markets : from the perspective of financial stress
Yao, Xiaoyang; Li, Jianfeng; Shang, Zezhong; Le, Wei; … - In: Applied economics letters 30 (2023) 5, pp. 669-673
Persistent link: https://www.econbiz.de/10013553834
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Change point detection for subprime crisis in American banking : from the perspective of risk dependence
Zhu, Xiaoqian; Xie, Yongjia; Li, Jianping; Wu, Dengsheng - In: International review of economics & finance : IREF 38 (2015), pp. 18-28
Persistent link: https://www.econbiz.de/10011572332
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Network-based estimation of systematic and idiosyncratic contagion : the case of Chinese financial institutions
Li, Jingyu; Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian - In: Emerging markets review 40 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012313176
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Financial statements based bank risk aggregation
Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694
Persistent link: https://www.econbiz.de/10011979270
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Downside belief disagreements and financial instability : evidence from risk factor disclosures in U.S. financial institutions' 10-K filings
Li, Rui; Li, Jianping; Zhu, Xiaoqian - In: Journal of international financial markets, … 99 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015405730