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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:52/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
Favorite  |  View/Download:56/0  |  Submit date:2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
Authors:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:65/0  |  Submit date:2021/04/26
Financial institution network  jump volatility  panel data regression model  
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
Authors:  Xu, Nuo;  Tang, Xijin
Favorite  |  View/Download:96/0  |  Submit date:2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
Authors:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
Favorite  |  View/Download:106/0  |  Submit date:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 493, 页码: 107-115
Authors:  Sumuya, Borjigin;  Yang, Yating;  Yang, Xiaoguang;  Sun, Leilei
Favorite  |  View/Download:103/0  |  Submit date:2018/07/30
Stock prices  Macroeconomy  Relation  
ahybridapproachforstudyingtheleadlagrelationshipsbetweenchinasonshoreandoffshoreexchangeratesconsideringtheimpactofextremeevents 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 31, 期号: 3, 页码: 734
Authors:  Wei Yunjie;  Wei Qi;  Wang Shouyang;  Lai Kin Keung
Favorite  |  View/Download:100/0  |  Submit date:2020/01/10
akelmbasedensemblelearningapproachforexchangerateforecasting 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 000, 期号: 004, 页码: 289
Authors:  Wei Yunjie;  Sun Shaolong;  Lai Kin Keung;  Abbas Ghulam
Favorite  |  View/Download:95/0  |  Submit date:2020/01/10
cointegrationandcausalityrelationshipbetweenstockmarketmoneymarketandforeignexchangemarketinpakistan 期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 001, 页码: 1
Authors:  Abbas Ghulam;  Bhowmik Roni;  Koju Laxmi;  Wang Shouyang
Favorite  |  View/Download:60/0  |  Submit date:2020/01/10
Cointegration and Causality Relationship Between Stock Market,Money Market and Foreign Exchange Market in Pakistan 期刊论文
系统科学与信息学报:英文版, 2017, 卷号: 0.0, 期号: 1.0, 页码: 1-20
Authors:  Abbas Ghulam;  Bhowmik Roni;  Koju Laxmi;  Wang Shouyang
Favorite  |  View/Download:54/0  |  Submit date:2021/01/14
KSE-100 index  money supply  interest rate  exchange rate  Pakistan