·Paper Publications
Jian Z, Li X, Zhu Z. Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China[J]. The North American Journal of Economics and Finance, 2022, 59: 101632. (SSCI收录)
Release time:2022-04-14 Hits:
Included Journals: SSCI
DOI number: 10.1016/j.najef.2021.101632
Links to published journals: https://doi.org/10.1016/j.najef.2021.101632
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Jian Z, Lu H, Zhu Z. Are systemic risk measures effective? Evidence from macroeconomic downside risk prediction[J]. Applied Economics Letters, 2023, 31(18): 1820-1827. (SSCI收录)
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Jian Z, Li X. Skewness-based market integration: A systemic risk measure across international equity markets[J]. International Review of Financial Analysis, 2021, 74: 101664. (SSCI收录)