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Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
Authors:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
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Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
APPLIED ECONOMICS LETTERS, 2020
Authors:  Liu, Chang;  Li, Jianping;  Sun, Xiaolei;  Chen, Jianming
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Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101453
Authors:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
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Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries 期刊论文
ENERGY POLICY, 2016, 卷号: 92, 期号: 3, 页码: 234-245
Authors:  Liu Chang;  Sun Xiaolei;  Chen Jianming;  Li Jianping
Adobe PDF(964Kb)  |  Favorite  |  View/Download：295/0  |  Submit date：2017/08/30