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Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate : insights from time-varying analysis
Lu, Man; Wang, Wei; Chen, Fengwen; Li, Hongmei - In: International review of financial analysis 94 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543951
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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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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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Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach
Chen, Xiuwen; Sun, Xiaolei; Wang, Jun - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2703-2717
Persistent link: https://www.econbiz.de/10012211021
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Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei; Liu, Chang; Wang, Jun; Li, Jianping - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
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How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
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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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Predicting natural gas futures' volatility using climate risks
Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473296