Analysis of the impact of COVID-19 pandemic on G20 stock markets

Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?

(2021) Ata Assaf et al.   RESOURCES POLICY

The COVID-19 Outbreak and Affected Countries Stock Markets Response

(2020) HaiYue Liu et al.   International Journal of Environmental Research and Public Health

Dynamic evolution process of financial impact path under the multidimensional spatial effect based on G20 financial network

(2019) Weiping Zhang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Systemic importance analysis of chinese financial institutions based on volatility spillover network

(2018) Wei-Qiang Huang et al.   CHAOS SOLITONS & FRACTALS

The stability of Chinese stock network and its mechanism

(2018) Weiping Zhang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Features of spillover networks in international financial markets: Evidence from the G20 countries

(2017) Xueyong Liu et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

VAR for VaR: Measuring tail dependence using multivariate regression quantiles

(2015) Halbert White et al.   JOURNAL OF ECONOMETRICS

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

The structure and resilience of financial market networks

(2012) Thomas Kauê Dal’Maso Peron et al.   CHAOS