常用链接
研究领域
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论文成果 MORE+
- · 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.
- · Jian Z, Li X, Zhu Z. Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market[J]. Pacific-Basin Finance Journal, 2020, 64: 101454.
- · Jian Z, Wu S, Zhu Z. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach[J]. Emerging Markets Review, 2018, 37: 98-
专利
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