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Extreme risk spillover effects in world gold markets and the global financial crisis

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77

Persistent link: https://www.econbiz.de/10011626706

Stock market contagion during the global financial crisis : a multiscale approach

Wang, Gang-Jin; Chi, Xie; Lin, Min; Stanley, H. Eugene - In: Finance research letters 22 (2017), pp. 163-168

Persistent link: https://www.econbiz.de/10011808129

Interconnectedness and systemic risk of China's financial institutions

Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012114699

Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks

Wang, Gang-Jin; Chi, Xie; Stanley, H. Eugene - In: Computational economics 51 (2018) 3, pp. 607-635

Persistent link: https://www.econbiz.de/10011963715

Portfolio optimization based on network centralities : which centrality is better for asset selection during global crises?

Wang, Gang-Jin; Zhu, You; Chi, Xie; Uddin, Mohammed … - In: Journal of management science and engineering 9 (2024) 3, pp. 348-375

We construct correlation-based networks linking 86 assets (stock indices, bond indices, foreign exchange rates, commodity futures, and cryptocurrencies) and analyze the impact of asset selection on portfolio optimization using different centrality measures (including degree, eigenvector,...

Persistent link: https://www.econbiz.de/10015077963

Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set

Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 673-711

Persistent link: https://www.econbiz.de/10014535603

Interconnected multilayer networks : quantifying connectedness among global stock and foreign exchange markets

Wang, Gang-Jin; Wan, Li; Feng, Yusen; Chi, Xie; Uddin, … - In: International review of financial analysis 86 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014248359

Connectedness and systemic risk of the banking industry along the Belt and Road

Wang, Gang-Jin; Feng, Yusen; Xiao, Yufeng; Zhu, You; … - In: Journal of management science and engineering 7 (2022) 2, pp. 303-329

This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels...

Persistent link: https://www.econbiz.de/10013272974

Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries

Feng, Yusen; Wang, Gang-Jin; Zhu, You; Chi, Xie - In: Emerging markets review 55 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014481080

Time-frequency co-movements between climate uncertainty and carbon market returns : evidence based on wavelet coherence analysis

Cao, Jin-Hui; Chi, Xie; Wang, Gang-Jin; Zhu, You; Liu, … - In: Finance research letters 74 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015407103