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Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
Authors:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
Favorite  |  View/Download:49/0  |  Submit date:2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
A Network Evolution Model of Credit Risk Contagion between Banks and Enterprises Based on Agent-Based Model 期刊论文
JOURNAL OF MATHEMATICS, 2021, 卷号: 2021, 页码: 12
Authors:  Mu, Pei;  Chen, Tingqiang;  Pan, Kun;  Liu, Meng
Favorite  |  View/Download:42/0  |  Submit date:2022/04/02
The capital flow of stock market studies based on epidemic model with double delays 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
Authors:  Zhou, Qi;  Sun, Shaolong;  Liu, Qian
Favorite  |  View/Download:79/0  |  Submit date:2020/01/10
Epidemic model  Fund contagion  Herd behaviour  Parameter inversion  
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
Authors:  Roni Bhowmik;  Abbas Ghulam
Favorite  |  View/Download:73/0  |  Submit date:2020/01/10
Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis 期刊论文
Financial Innovation, 2017, 卷号: 3, 期号: 1
Authors:  Cheng,Ke;  Yang,Xiaoguang
Favorite  |  View/Download:73/0  |  Submit date:2018/07/30
Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文
JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287
Authors:  Hong, Yongmiao;  Liu, Yanhui;  Wang, Shouyang
Favorite  |  View/Download:60/0  |  Submit date:2018/07/30
Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk