基于多层信息溢出网络的金融机构关联性与系统性风险贡献研究

71871088
2018
G0107.管理系统工程
王纲金
面上项目
副教授
湖南大学
47万元
金融机构;系统性风险;信息溢出;关联性;复杂金融网络
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Time domain and frequency domain Granger causality networks: Application to China's financial institutions 期刊论文 Gang-Jin Wang;Hui-Bin Si;Yang-Yang Chen;Chi Xie;Julien Chevallier
2 When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 期刊论文 Gang-Jin Wang;Chi Xie;Danyan Wen;Longfeng Zhao
3 Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 期刊论文 Yu-Xiu Ling;Chi Xie;Gang-Jin Wang
4 Forecasting global stock market volatilities in an uncertain world 期刊论文 Zhao-Chen Li;Chi Xie;Zhi-Jian Zeng;Gang-Jin Wang;Ting Zhang
5 Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 期刊论文 Yang Zhou;Chi Xie;Gang-Jin Wang;You Zhu;Gazi Salah Uddin
6 Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 期刊论文 Biyu Qian;Gang-Jin Wang;Yusen Feng;Chi Xie
7 Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 期刊论文 Jue Gong;Gang-Jin Wang;Yang Zhou;You Zhu;Chi Xie;Matteo Foglia
8 金融市场关联性测度及应用研究 专著 王纲金;谢赤
9 中国金融机构关联性与系统性风险贡献研究——基于尾部风险溢出网络视角 期刊论文 王纲金;徐梓双;谢赤
10 金融危机10年来中国股市动态演化与市场稳健研究———一个基于复杂网络视角的实证 期刊论文 谢赤;胡雪晶;王纲金
11 Business conditions, uncertainty shocks and Bitcoin returns 期刊论文 Yong Jiang;Gang-Jin Wang;Dan-Yan Wen;Xiao-guang Yang
12 一种基于区块链的金融数据存证方法及系统 专利 王纲金;祝由;谢赤
13 Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 期刊论文 Gang-Jin Wang;Yang-Yang Chen;Hui-Bin Si;Chi Xie;Julien Chevallier
14 Multilayer network analysis of investor sentiment and stock returns 期刊论文 Gang-Jin Wang;Lu Xiong;You Zhu;Chi Xie;Matteo Foglia
15 Is Bitcoin a safe haven or a hedging asset? Evidence from China 期刊论文 Gangjin Wang;Yanping Tang;Chi Xie;Shou Chen
16 Volatility connectedness in global foreign exchange markets 期刊论文 Tiange Wen;Gang-Jin Wang
17 基于复杂网络的泛金融市场极端风险溢出效应及其演变研究 期刊论文 谢赤;贺慧敏;王纲金;凌毓秀
18 Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 期刊论文 Gang-Jin Wang;Xin-yu Ma;Hao-yu Wu
19 Sector connectedness in the Chinese stock markets 期刊论文 Ying-Ying Shen;Zhi-Qiang Jiang;Jun-Chao Ma;Gang-Jin Wang;Wei-Xing Zhou
20 Forecasting SMEs’ credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 期刊论文 You Zhu;Li Zhou;Chi Xie;Gang-Jin Wang;Truong V.Nguyen
21 Multilayer information spillover networks: measuring interconnectedness of financial institutions 期刊论文 Gang-Jin Wang;Shuyue Yi;Chi Xie;H. Eugene Stanley
22 面向金融安全的复杂金融系统网络建模与风险防控研究 奖励 谢赤;王纲金;祝由;贺凯健
23 Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 期刊论文 Gang-Jin Wang;Li Wan;Yusen Feng;Chi Xie;Gazi Salah Uddin;You Zhu
24 基于多层关联网络的投资组合优化研究 期刊论文 王纲金;吴昊钰;谢赤
25 Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文 Yong Jiang;Gang-Jin Wang;Chaoqun Ma;Xiaoguang Yang
26 Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文 Danyan Wen;Gang-Jin Wang;Chaoqun Ma;Yudong Wang
27 Bearish Vs Bullish risk network: A Eurozone financial system analysis 期刊论文 Matteo Foglia;Abdelhamid Addi;Gang-Jin Wang;Eliana Angelini
28 Connectedness and systemic risk of the banking industry along the Belt and Road 期刊论文 Gang-Jin Wang;Yusen Feng;Yufeng Xiao;You Zhu;Chi Xie
29 BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 期刊论文 Gang-Jin Wang;Chun-Long Zhu
30 基于区块链的金融人工智能算法集成方法及系统 专利 王纲金;祝由;谢赤
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