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Gang-Jin Wang (王纲金)
Gang-Jin Wang (王纲金)
Business School of Hunan University
在 hnu.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
4802018
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
3172019
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
2532019
Extreme risk spillover network: application to financial institutions
GJ Wang, C Xie, K He, HE Stanley
Quantitative Finance 17 (9), 1417-1433, 2017
2412017
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
2242018
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
2032018
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
1442020
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
1432013
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
1432012
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
1422017
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
1322017
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
1212019
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
1102018
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
1092019
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
1082016
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
1082013
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
962018
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
962016
Volatility connectedness in global foreign exchange markets
T Wen, GJ Wang
Journal of Multinational Financial Management 54, 100617, 2020
932020
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
872016
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