多市场联动规律与金融系统体系性风险测度

71701106
2017
G0114.金融工程
何枫
青年科学基金项目
教授
天津财经大学
17万元
风险识别;联动;体系性风险;波动溢出;风险管理
2018-01-01到2020-12-31
  • 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 基于高频数据的原油期货价格波动建模与预测研究 专著 龚旭;林伯强
2 Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk 期刊论文 He Feng;Liu Zhifeng;Chen Sicen
3 How does economic policy uncertainty affect corporate Innovation?–Evidence from China listed companies 期刊论文 Feng He;Yaming Ma;Xiaojie Zhang
4 Univariate dependence among sectors in Chinese stock market and systemic risk implication 期刊论文 Hao Jing;He Feng
5 全球主权债务风险溢出的水平、结构与机制研究 期刊论文 李政;刘淇;周莹莹;余峰燕
6 Price discovery and its determinants for the Chinese soybean options and futures markets 期刊论文 Hao Jing;He Feng;Liu-Chen Baiao
7 Price Discovery and Spillover Dynamics in the Chinese Stock Index Futures Market: A Natural Experiment on Trading Volume restriction 期刊论文 He Feng;Liu-Chen Baiao;Meng Xiangtong;Xiong Xiong;Zhang Wei
8 A new online portfolio selection algorithm based on Kalman Filter and anti-correlation 期刊论文 Chu Gang;Zhang Wei;Sun Guofeng;Zhang Xiaotao
9 Price Discovery in the Chinese Stock Index Futures Market 期刊论文 Hao Jing;Xiong Xiong;He Feng;Ma Feng
10 Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU? 期刊论文 Wang Jiqian;Lu Xinjie;He Feng;Ma Feng
11 Asymmetric volatility spillovers between international economic policy uncertainty and the US stock market 期刊论文 He Feng;Wang Ziwei;Yin Libo
12 How do economic policy uncertainties affect stock market volatility? Evidence from G7 countries 期刊论文 Ma Yaming;Wang Ziwei;He Feng
13 Do political connections decrease the accuracy of stock analysts' recommendations in the Chinese stock market? 期刊论文 He Feng;Ma Yaming
14 尾部风险网络、系统性风险贡献与我国金融业监管 期刊论文 李政;鲁晏辰;刘淇
15 Does a stock's name affect its return? Evidence from the Chinese stock market during the China–US trade conflict 期刊论文 Yaming Ma;Qiqi Duan;Hanhong Wu
16 Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility 期刊论文 He Feng;Yin Libo
17 Private information advantage or overconfidence? Performance of intraday arbitrage speculators in the Chinese stock market 期刊论文 Zhang Xiaotao;Liang Junpeng;He Feng
18 Investor attention and platform interest rate in Chinese peer-to-peer lending market 期刊论文 He Feng;Qin Shuqi;Zhang Xiaotao
19 A Data-Analytics Approach for Risk Evaluation in Peer-to-Peer Lending Platforms 期刊论文 He Feng;Li Yuelei;Xu Tiecheng;Yin Libo;Zhang Wei;Zhang Xiaotao
20 Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 期刊论文 Wang Ziwei;Li Youwei;He Feng
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