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The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang; Uryasev, Stan - In: Journal of risk 20 (2017/2018) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
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Identifying sovereign risk spillover channels : a spatial econometric approach
Huang, Wei-Qiang; Liu, Peipei - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 10, pp. 2820-2836
Persistent link: https://www.econbiz.de/10013355003
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Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang; Liu, Peipei - In: Applied economics letters 29 (2022) 9, pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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Spatial analysis of sovereign risk from the perspective of EPU spillovers
Liu, Peipei; Huang, Wei-Qiang - In: International review of economics & finance : IREF 89 (2024) 1, pp. 427-443
Persistent link: https://www.econbiz.de/10014446472
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Assessing the role of international transmission channels of sovereign risk : a multidimensional spatial econometrics approach
Liu, Peipei; Huang, Wei-Qiang - In: International journal of emerging markets 18 (2023) 12, pp. 6143-6164
Persistent link: https://www.econbiz.de/10014462244
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International spillover of economic policy uncertainty and its transmission channels : a spatial econometrics method
Huang, Wei-Qiang; Li, Xia - In: Applied economics letters 31 (2024) 9, pp. 868-873
Persistent link: https://www.econbiz.de/10014557899
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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235