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Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
Authors:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
Favorite  |  View/Download:8/0  |  Submit date:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
Authors:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:6/0  |  Submit date:2020/09/23
financial institution  complex network  jump volatility  entropy weight TOPSIS  
testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
Favorite  |  View/Download:3/0  |  Submit date:2020/01/10
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:4/0  |  Submit date:2018/07/30
Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk