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Multi-scale dependence and risk contagion among international financial markets based on VMD-Vine copula-CoVaR
Wang, Jia; Yan, Xinzhu; Cao, Yuan; Wang, Xu - In: Applied economics 57 (2025) 6, pp. 658-677
Persistent link: https://www.econbiz.de/10015192442
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The dependence structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach
Guo, Mingyuan; Wang, Xu - In: China finance review international 6 (2016) 3, pp. 264-283
Persistent link: https://www.econbiz.de/10011722771
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When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua; Zhang, Huiying; Ding, Zhihua; Lv, Tao; … - In: Economic modelling 114 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
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International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang, Jia; Wang, Xinyi; Wang, Xu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014492014
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Volatility connectedness and its determinants of global energy stock markets
Xie, Qichang; Luo, Chao; Cong, Xiaoping; Wang, Xu - In: Economic systems 48 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014584867