The asymmetric contagion effect between stock market and cryptocurrency market H Wang, X Wang, S Yin, H Ji Finance Research Letters 46, 102345, 2022 | 58 | 2022 |
A spatial contagion measure for financial time series F Durante, E Foscolo, P Jaworski, H Wang Expert Systems with Applications 41 (8), 4023-4034, 2014 | 47 | 2014 |
China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach H Ji, H Wang, R Zhong, M Li Economic Modelling 93, 187-204, 2020 | 21 | 2020 |
The dynamic impact of monetary policy on financial stability in China after crises H Wang, N Xu, H Yin, H Ji Pacific-Basin Finance Journal 75, 101855, 2022 | 14 | 2022 |
Dependence structure between China’s stock market and other major stock markets before and after the 2008 financial crisis H Ji, H Wang, J Xu, B Liseo Emerging Markets Finance and Trade 56 (11), 2608-2624, 2020 | 11 | 2020 |
Portfolio diversification strategy via tail‐dependence clustering and ARMA‐GARCH Vine Copula approach H Ji, H Wang, B Liseo Australian Economic Papers 57 (3), 265-283, 2018 | 11 | 2018 |
A portfolio diversification strategy via tail dependence clustering H Wang, R Pappadà, F Durante, E Foscolo Soft Methods for Data Science, 511-518, 2017 | 9 | 2017 |
A portfolio diversification strategy via tail dependence measures F Durante, E Foscolo, R Pappada, H Wang | 6 | 2013 |
Connectedness measures of spatial contagion in the banking and insurance sector F Durante, E Foscolo, P Jaworski, H Wang Strengthening Links Between Data Analysis and Soft Computing, 217-224, 2015 | 5 | 2015 |
A portfolio diversification strategy via tail dependence measures H Wang, E Foscolo, F Durante, R Pappadà | | 2015 |