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Details about Gang-Jin Wang

Homepage:http://scholar.google.com/citations?user=g87CyaYAAAAJ&hl=en
Workplace:Business School, Hunan University, (more information at EDIRC)

Access statistics for papers by Gang-Jin Wang.

Last updated 2021-04-08. Update your information in the RePEc Author Service.

Short-id: pwa614


Jump to Journal Articles

Working Papers

2020

  1. Predicting tail events in a RIA-EVT-Copula framework
    Papers, arXiv.org Downloads
  2. Sector connectedness in the Chinese stock markets
    Papers, arXiv.org Downloads

2018

  1. The cooling-off effect of price limits in the Chinese stock markets
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)

2017

  1. Stock market as temporal network
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)

2016

  1. Joint multifractal analysis based on wavelet leaders
    Papers, arXiv.org Downloads View citations (4)
  2. Short term prediction of extreme returns based on the recurrence interval analysis
    Papers, arXiv.org Downloads
    See also Journal Article in Quantitative Finance (2018)

Journal Articles

2021

  1. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model
    International Review of Economics & Finance, 2021, 72, (C), 1-15 Downloads

2020

  1. Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (4)
  2. Business conditions, uncertainty shocks and Bitcoin returns
    Evolutionary and Institutional Economics Review, 2020, 17, (2), 415-424 Downloads
  3. Volatility connectedness in global foreign exchange markets
    Journal of Multinational Financial Management, 2020, 54, (C) Downloads View citations (8)

2019

  1. Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach
    International Journal of Production Economics, 2019, 211, (C), 22-33 Downloads View citations (5)
  2. Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market
    International Review of Finance, 2019, 19, (2), 413-433 Downloads
  3. Risk spillovers between oil and stock markets: A VAR for VaR analysis
    Energy Economics, 2019, 80, (C), 524-535 Downloads View citations (19)
  4. When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin
    Finance Research Letters, 2019, 31, (C) Downloads View citations (34)

2018

  1. Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks
    Computational Economics, 2018, 51, (3), 607-635 Downloads View citations (38)
  2. Cross-correlations and influence in world gold markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 504-512 Downloads View citations (10)
  3. Interconnectedness and systemic risk of China's financial institutions
    Emerging Markets Review, 2018, 35, (C), 1-18 Downloads View citations (17)
  4. Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market
    Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 903-918 Downloads View citations (2)
  5. Short term prediction of extreme returns based on the recurrence interval analysis
    Quantitative Finance, 2018, 18, (3), 353-370 Downloads View citations (6)
    See also Working Paper (2016)
  6. Stock market as temporal network
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 1104-1112 Downloads View citations (10)
    See also Working Paper (2017)
  7. The cooling-off effect of price limits in the Chinese stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 153-163 Downloads View citations (2)
    See also Working Paper (2018)
  8. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 205-230 Downloads View citations (20)
  9. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?
    International Review of Financial Analysis, 2018, 60, (C), 98-114 Downloads View citations (51)

2017

  1. Extreme risk spillover network: application to financial institutions
    Quantitative Finance, 2017, 17, (9), 1417-1433 Downloads View citations (53)
  2. Multiscale correlation networks analysis of the US stock market: a wavelet analysis
    Journal of Economic Interaction and Coordination, 2017, 12, (3), 561-594 Downloads View citations (22)
  3. Stock market contagion during the global financial crisis: A multiscale approach
    Finance Research Letters, 2017, 22, (C), 163-168 Downloads View citations (32)

2016

  1. Extreme risk spillover effects in world gold markets and the global financial crisis
    International Review of Economics & Finance, 2016, 46, (C), 55-77 Downloads View citations (30)
  2. Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models
    Sustainability, 2016, 8, (5), 1-17 Downloads View citations (15)
  3. The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing
    Advances in Mathematical Physics, 2016, 2016, 1-8 Downloads
  4. Who are the net senders and recipients of volatility spillovers in China’s financial markets?
    Finance Research Letters, 2016, 18, (C), 255-262 Downloads View citations (24)

2015

  1. Correlation structure and dynamics of international real estate securities markets: A network perspective
    Physica A: Statistical Mechanics and its Applications, 2015, 424, (C), 176-193 Downloads View citations (24)
  2. Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN
    Mathematical Problems in Engineering, 2015, 2015, 1-10 Downloads

2014

  1. A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets
    Journal of Applied Mathematics, 2014, 2014, 1-11 Downloads
  2. Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis
    Mathematical Problems in Engineering, 2014, 2014, 1-13 Downloads View citations (1)
  3. Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales
    Physica A: Statistical Mechanics and its Applications, 2014, 405, (C), 70-79 Downloads View citations (16)
  4. Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-11 Downloads View citations (3)

2013

  1. Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (6), 1418-1428 Downloads View citations (30)
  2. Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (17), 3715-3730 Downloads View citations (38)

2012

  1. Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (16), 4136-4146 Downloads View citations (33)
 
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