研究领域
-
智能金融、风险管理、资产定价
论文成果 MORE+
- · Jian Z, Lu H, Zhu Z, Xu H. Frequency heterogeneity of tail connectedness: Evidence from global stock markets[J]. Economic Modelling, 2023, 125: 106354. (SSCI收录)
- · 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)
- · 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.
- · 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)
专利
- 暂无内容