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A study of financial market resilience in China — From a hot money shock perspective
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks831 cited
  • 2017Estimating global bank network connectedness637 cited
  • 2022Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets519 cited
  • 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications402 cited
  • 2017Innovation and regional economic resilience: an exploratory analysis358 cited
  • 2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics295 cited
  • 2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach172 cited
  • 2009Does “hot money” drive China's real estate and stock markets?139 cited
  • 2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions131 cited
  • 2013Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach66 cited

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  • 2022Financial market resilience and financial development: A global perspective58 cited
  • 2012Commodity Prices and Exchange Rate Volatility: Lessons from South Africa's Capital Account Liberalization58 cited
  • 2017Hot money and China’s stock market volatility: Further evidence using the GARCH–MIDAS model57 cited
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