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Upper and Lower Bounds for Matrix Discrepancy 期刊论文
JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS, 2022, 卷号: 28, 期号: 6, 页码: 23
作者:  Xie, Jiaxin;  Xu, Zhiqiang;  Zhu, Ziheng
收藏  |  浏览/下载：51/0  |  提交时间：2023/02/07
Matrix discrepancy  Tight frame  Interlacing polynomials  Kadison-Singer problem  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：69/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Smooth Controllability of the Navier-Stokes Equation with Navier Conditions: Application to Lagrangian Controllability 期刊论文
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2022, 卷号: 243, 期号: 2, 页码: 869-941
作者:  Liao, Jiajiang;  Sueur, Franck;  Zhang, Ping
收藏  |  浏览/下载：120/0  |  提交时间：2022/04/02
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：126/0  |  提交时间：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：127/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
作者:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
收藏  |  浏览/下载：127/0  |  提交时间：2021/04/26
Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying  
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
作者:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
收藏  |  浏览/下载：132/0  |  提交时间：2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR