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~subject:"Spillover effect"
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Spillover effect
China
77
Volatility
49
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48
Econophysics
42
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42
Aktienmarkt
40
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37
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37
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26
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25
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24
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Spillover-Effekt
21
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Emissions trading
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Zhou, Wei-Xing
9
Wen, Fenghua
6
Yang, Xin
6
Huang, Chuangxia
5
Dai, Peng-Fei
3
Yang, Xiaoguang
3
Cao, Jie
2
Chen, Shan
2
Dai, Yun-Shi
2
Shao, Ying-Hui
2
Shi, Huai-Long
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Yang, Yan-Hong
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2
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1
Cao, Jiahui
1
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1
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1
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1
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1
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1
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Hu, Lei
1
Jawadi, Fredj
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Finance research letters
4
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3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic behavior & organization
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ECONIS (ZBW)
21
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1
Does liquidity connectedness affect stock price crash risk? : evidence from China
Yang, Xin
;
Ao, Xuan
;
Cao, Jie
;
Huang, Chuangxia
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015134972
Saved in:
2
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
3
Can local government implicit debt raise regional financial market spillover? : evidence from China
Yang, Xin
;
Wang, Xuya
;
Cao, Jie
;
Song, Linjia
;
Huang, …
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062114
Saved in:
4
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Yang, Xin
;
Chen, Shan
;
Liu, Hong
;
Yang, Xiaoguang
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10014253375
Saved in:
5
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
6
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
7
The spillover effect of corporate frauds and stock price crash risk
Wen, Fenghua
;
Lin, Diyue
;
Hu, Lei
;
He, Shaoyi
;
Cao, Zhiling
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014505282
Saved in:
8
Return spillover across the carbon market and financial markets : a quantile-based approach
Wen, Fenghua
;
Wang, Kangsheng
;
Zeng, Aiqing
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052892
Saved in:
9
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
10
The risk spillover of high carbon enterprises in China : evidence from the stock market
Wu, Baohui
;
Zhu, Pingheng
;
Yin, Hua
;
Wen, Fenghua
- In:
Energy economics
126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014483647
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