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COVID-19's disasters are perilous than Global Financial Crisis : a rumor or fact?

Shehzad, Khurram; Liu, Xiaoxing; Kazouz, Hayfa - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484184

Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

Liu, Xiaoxing; Shehzad, Khurram - 2023

This investigation utilized the VARX-DCC-MEGARCH model assimilated with skewed-t density to analyze the time-different (i.e., daytime, overnight, and daily) connectedness among S&P 500, DAX 30, FTSE-100, Nikkei 225, and Shanghai Composite Index. This investigation discovered that the current...

Persistent link: https://www.econbiz.de/10014516096

Financial contagion in interbank network

Yao, Dengbao; Liu, Xiaoxing; Zhang, Xu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011548342

Does diversification promote systemic risk?

Wang, Chao; Liu, Xiaoxing; He, Jianmin - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013449305

Optimizing systemic risk through credit network reconstruction

Wang, Chao; Jing, Ma; Liu, Xiaoxing - In: Emerging markets review 57 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478622

A study of financial market resilience in China : from a hot money shock perspective

Tang, Chun; Liu, Xiaoxing; Yang, Guangyi - In: Pacific-Basin finance journal 83 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014491141

Credit diversification and banking systemic risk

Wang, Chao; Chen, Boyi; Liu, Xiaoxing - In: Journal of economic interaction and coordination 19 (2024) 1, pp. 59-83

Persistent link: https://www.econbiz.de/10014502256

Topological properties of reconstructed credit networks and banking systemic risk

Wang, Chao; Liu, Xiaoxing; Chen, Boyi; Li, Menyu - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014483644

Asymmetry and determinants of financial connectivity in G20 : evidence from a quantile-based and lasso regression analysis

Yang, Guangyi; Li, Yong; Liu, Xiaoxing - 2025

Persistent link: https://www.econbiz.de/10015374383

Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model

Liu, Xiaoxing; Shehzad, Khurram - In: Journal of Applied Economics 26 (2023) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015334111