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金融危机
Measuring Systemic Risk Contribution: A Higher-Order Moment Augmented Approach
Peiwen Wang;
Guanglin Huang;
Cultural Tightness, Social Pressure, and Managerial Bad News Hoarding: Evidence from China
Juncheng Hu;
How Does Tail Risk Spill Over between Chinese and the Us Stock Markets? An Empirical Study Based on Multilayer Network
Yingbo Ouyang;
Chi Xie;
Kelong Li;
Tingcheng Mo;
Yusen Feng;
Tail Risk Analysis in Price-Limited Chinese Stock Market: A Censored Autoregressive Conditional FréChet Model Approach
Tao Xu;
Lei Shu;
Yu Chen;
Do Investors Herd Under Global Crises? A Comparative Study between Chinese and the United States Stock Markets
Shuo Xing;
Tingting Cheng;
Shuanglin Sun;
Liquidity, Volatility, and Their Spillover in Stock Market
Wuyi Ye;
Keli Wang;
Xiaoquan Liu;
High-Low Volatility Spillover Network in Chinese Financial Market from a Multiscale Perspective
Youtao Xiang;
Sumuya Borjigin;
Geopolitical Risks, Investor Sentiment and Industry Stock Market Volatility in China: Evidence from a Quantile Regression Approach
Peng Guo;
Jing Shi;
Do Exogenous Extreme Risks Drive the Extremal Connectedness in China's Sectoral Stock Markets?
Lu Yang;
Wang Chen;
Analysis of Tail Risk Contagion Among Industry Sectors in the Chinese Stock Market During the Covid-19 Pandemic
JunFeng Wu;
Chao Zhang;
Yun Chen;
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