27 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- East China Normal UniversityCN8 papers
- Shanghai UniversityCN4 papers
- University of WaterlooCA4 papers
- East China University of Science and TechnologyCN3 papers
- Peking UniversityCN3 papers
- Shaanxi Normal UniversityCN3 papers
- Shanghai Jiao Tong UniversityCN2 papers
- Shanghai Lixin University of Accounting and FinanceCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Beijing Institute of Big Data ResearchCN1 paper
- Central University of Finance and EconomicsCN1 paper
- Chinese Academy of SciencesCN1 paper
3 papers · 1 filter
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
We revisit the dynamic relationship between domestic economic policy uncertainty and stock markets using the symmetric thermal optimal path (TOPS) method. We observe different inte…
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yan-Hong Yang, Ying-Hui Shao
We utilize the symmetric thermal optimal path (TOPS) method to examine the dynamic interaction patterns between the VIX and VIX futures markets. We document that the VIX dominates…
Measurement and Internalization of Systemic Risk in a Global Banking Network
Xiaobing Feng, Haibo Hu
The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potenti…