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Hao Wang
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Year
The asymmetric contagion effect between stock market and cryptocurrency market
H Wang, X Wang, S Yin, H Ji
Finance Research Letters 46, 102345, 2022
532022
A spatial contagion measure for financial time series
F Durante, E Foscolo, P Jaworski, H Wang
Expert Systems with Applications 41 (8), 4023-4034, 2014
472014
China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach
H Ji, H Wang, R Zhong, M Li
Economic Modelling 93, 187-204, 2020
202020
Portfolio diversification strategy via tail‐dependence clustering and ARMA‐GARCH Vine Copula approach
H Ji, H Wang, B Liseo
Australian Economic Papers 57 (3), 265-283, 2018
112018
Dependence structure between China’s stock market and other major stock markets before and after the 2008 financial crisis
H Ji, H Wang, J Xu, B Liseo
Emerging Markets Finance and Trade 56 (11), 2608-2624, 2020
102020
The dynamic impact of monetary policy on financial stability in China after crises
H Wang, N Xu, H Yin, H Ji
Pacific-Basin Finance Journal 75, 101855, 2022
92022
A portfolio diversification strategy via tail dependence clustering
H Wang, R Pappadà, F Durante, E Foscolo
Soft Methods for Data Science, 511-518, 2017
92017
A portfolio diversification strategy via tail dependence measures
F Durante, E Foscolo, R Pappada, H Wang
62013
Connectedness measures of spatial contagion in the banking and insurance sector
F Durante, E Foscolo, P Jaworski, H Wang
Strengthening Links Between Data Analysis and Soft Computing, 217-224, 2015
52015
A portfolio diversification strategy via tail dependence measures
H Wang, E Foscolo, F Durante, R Pappadà
2015
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Articles 1–10