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Yanzhen Yao · Study

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Yanzhen Yao

5 works· latest 2022· 2 institutionscluster: provisional

h-index5

i105

Citations244

Works here5

17

18

19

22

Most cited in this library

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective2019 · 106 citations
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-192022 · 67 citations
Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions2019 · 38 citations
Option prices and stock market momentum: evidence from China2018 · 18 citations
Expected default based score for identifying systemically important banks2017 · 15 citations

Works

5 shown

Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19

Resources Policy·2022·4 authors

67citations

Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions

Emerging Markets Review·2019·4 authors

38citations

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective

International Review of Financial Analysis·2019·5 authors

106citations

Option prices and stock market momentum: evidence from China

Quantitative Finance·2018·4 authors

18citations

Expected default based score for identifying systemically important banks

Economic Modelling·2017·4 authors

15citations