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Unraveling the nexus : China's economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis

Yu, Yang; Jian, Xin; Wang, Hongxiang; Jahanger, Atif; … - In: Energy policy : the international journal of the … 188 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015116963

Does climate policy uncertainty affect bank systemic risk? : empirical evidence from China

Zhang, Chenyao; Liu, Xiaoxing; Yang, Guangyi - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 1, pp. 142-153

Persistent link: https://www.econbiz.de/10015190053

Does the international oil market interact with China's financial market? : new evidence from time-varying higher moments

Zhou, Donghai; Liu, Xiaoxing; Tang, Chun - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10015132996

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

Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach

Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul - In: Finance research letters 63 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014531573

Government Subsidy Dependence and Stock Price Crash Risk

Rehman, Obaid Ur; Liu, Xiaoxing; Wu, Kai - 2021

Using a sample of Chinese listed firms from 2003 to 2018, we show that firms with a high dependence on government subsidies exhibit large stock price crash risk. We establish causality of government subsidy dependence on crash risk using instrumental variable regression and a...

Persistent link: https://www.econbiz.de/10013220468

Gjr-Garch Midas Model Based Analyse Geopolitical Risk and Energy Price Volatility

Zhang, Chenyao; Liu, Xiaoxing; Li, Xuemei; Tang, Chun - 2023

This article empirically investigates the impact of GPR (geopolitical risk) and its subdivided indices on the volatility of energy prices and whether they have predictive power for the volatility of energy futures prices. The single factor, double factor GJR-GARCH-MIDAS models, are applied for...

Persistent link: https://www.econbiz.de/10014263309