440 citations · 5k across the 111 of their papers we have counts for
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q-fin.RM2021
Hierarchical contagions in the interdependent financial network
William A. Barnett, Xue Wang, Hai-Chuan Xu +1
We derive the default cascade model and the fire-sale spillover model in a unified interdependent framework. The interactions among banks include not only direct cross-holding, but…
q-fin.GN2021★ 9 cited
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…
econ.EM2021★ 61 cited
Robustness of the international oil trade network under targeted attacks to economies
N. Wei, W. -J. Xie, W. -X. Zhou
In the international oil trade network (iOTN), trade shocks triggered by extreme events may spread over the entire network along the trade links of the central economies and even l…