Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? S Yi, Z Xu, GJ Wang International Review of Financial Analysis 60, 98-114, 2018 | 463 | 2018 |
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach Y Zhu, L Zhou, C Xie, GJ Wang, TV Nguyen International Journal of Production Economics 211, 22-33, 2019 | 293 | 2019 |
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin GJ Wang, C Xie, D Wen, L Zhao Finance Research Letters 31, 2019 | 242 | 2019 |
Extreme risk spillover network: application to financial institutions GJ Wang, C Xie, K He, HE Stanley Quantitative Finance 17 (9), 1417-1433, 2017 | 231 | 2017 |
Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks GJ Wang, C Xie, HE Stanley Computational Economics 51, 607-635, 2018 | 221 | 2018 |
Interconnectedness and systemic risk of China's financial institutions GJ Wang, ZQ Jiang, M Lin, C Xie, HE Stanley Emerging Markets Review 35, 1-18, 2018 | 197 | 2018 |
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient GJ Wang, C Xie, S Chen, JJ Yang, MY Yang Physica A: Statistical Mechanics and its Applications 392 (17), 3715-3730, 2013 | 142 | 2013 |
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree GJ Wang, C Xie, F Han, B Sun Physica A: Statistical Mechanics and its Applications 391 (16), 4136-4146, 2012 | 141 | 2012 |
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? GJ Wang, X Ma, H Wu Research in International Business and Finance 54, 101225, 2020 | 138 | 2020 |
Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance Y Zhu, C Xie, GJ Wang, XG Yan Neural Computing and Applications 28, 41-50, 2017 | 137 | 2017 |
Stock market contagion during the global financial crisis: A multiscale approach GJ Wang, C Xie, M Lin, HE Stanley Finance Research Letters 22, 163-168, 2017 | 129 | 2017 |
Risk spillovers between oil and stock markets: A VAR for VaR analysis D Wen, GJ Wang, C Ma, Y Wang Energy Economics 80, 524-535, 2019 | 117 | 2019 |
Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree GJ Wang, C Xie, YJ Chen, S Chen Entropy 15 (5), 1643-1662, 2013 | 108 | 2013 |
Predicting China’s SME credit risk in supply chain financing by logistic regression, artificial neural network and hybrid models Y Zhu, C Xie, B Sun, GJ Wang, XG Yan Sustainability 8 (5), 433, 2016 | 102 | 2016 |
Is bitcoin a safe haven or a hedging asset? Evidence from China G Wang, Y Tang, C Xie, S Chen Journal of Management Science and Engineering 4 (3), 173-188, 2019 | 100 | 2019 |
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? GJ Wang, C Xie, L Zhao, ZQ Jiang Journal of International Financial Markets, Institutions and Money 57, 205-230, 2018 | 100 | 2018 |
Stock market as temporal network L Zhao, GJ Wang, M Wang, W Bao, W Li, HE Stanley Physica A: Statistical Mechanics and its Applications 506, 1104-1112, 2018 | 93 | 2018 |
Who are the net senders and recipients of volatility spillovers in China’s financial markets? GJ Wang, C Xie, ZQ Jiang, HE Stanley Finance Research Letters 18, 255-262, 2016 | 92 | 2016 |
Volatility connectedness in global foreign exchange markets T Wen, GJ Wang Journal of Multinational Financial Management 54, 100617, 2020 | 84 | 2020 |
Extreme risk spillover effects in world gold markets and the global financial crisis GJ Wang, C Xie, ZQ Jiang, HE Stanley International Review of Economics & Finance 46, 55-77, 2016 | 83 | 2016 |