Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Can-Zhong Yao"'
Publikováno v:
Mathematics, Vol 11, Iss 11, p 2574 (2023)
This study focused on analyzing the complexities and risk spillovers that arise among financial institutions due to the development of financial markets. The research employed the conditional value at risk (CoVaR) methodology to quantify the extent o
Externí odkaz:
https://doaj.org/article/76fadd3266844764b32fe10257f82337
Autor:
Can-Zhong Yao, Hong-Yu Li
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
In contrast to the traditional view that economic policy affects investor sentiment and eventually causes stock price fluctuations, we reveal that investor sentiment is a reflection of both economic policy and stock market information. This article f
Externí odkaz:
https://doaj.org/article/93a547f87a274a8fb0171b1e8502ce7b
Autor:
Can-Zhong Yao
Publikováno v:
Entropy, Vol 22, Iss 6, p 683 (2020)
We investigate the strength and direction of information flow among economic policy uncertainty (EPU), US imports and exports to China, and the CNY/US exchange rate by using the novel concept of effective transfer entropy (ETE) with a sliding window
Externí odkaz:
https://doaj.org/article/48a9fc04ac484f489c71c152d3090184
Autor:
Can-Zhong Yao, Ji-Nan Lin
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2017 (2017)
We find that exchange rate networks are significantly similar from the perspective of topological structure, though with relatively great differences in fluctuation characteristics from perspective of exchange rate time series. First, we transform ce
Externí odkaz:
https://doaj.org/article/291bb4a775ec4f92ae47173bcd87fb4c
Autor:
Can‐Zhong, Yao1 (AUTHOR) yaocanzhong@scut.edu.cn, Yi‐Na, Mo1 (AUTHOR)
Publikováno v:
Managerial & Decision Economics. Apr2024, Vol. 45 Issue 3, p1454-1479. 26p.
Publikováno v:
Mathematics; Volume 11; Issue 11; Pages: 2574
This study focused on analyzing the complexities and risk spillovers that arise among financial institutions due to the development of financial markets. The research employed the conditional value at risk (CoVaR) methodology to quantify the extent o
Publikováno v:
Kybernetes, 2016, Vol. 45, Issue 5, pp. 772-787.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/K-04-2015-0096
Autor:
Can-Zhong Yao, Min-Jian Li
Publikováno v:
The North American Journal of Economics and Finance. 66:101910
Autor:
Yi-Na Mo, Can-Zhong Yao
Publikováno v:
Kybernetes. 50:3037-3057
Purpose The purpose of this paper is to whether competition between platforms can be effective, thus leading to efficient allocations. Design/methodology/approach Based on the classic linear Hoteling model, this paper builds a two-period competition
Publikováno v:
SSRN Electronic Journal.