A5087145625- Complex Systems and Time Series Analysis
- Financial Risk and Volatility Modeling
- Market Dynamics and Volatility
- Stochastic processes and financial applications
- Energy, Environment, Economic Growth
- Banking stability, regulation, efficiency
- Corporate Finance and Governance
- Financial Markets and Investment Strategies
- Monetary Policy and Economic Impact
- Global Energy Security and Policy
- Stock Market Forecasting Methods
- Advanced Computational Techniques and Applications
- Credit Risk and Financial Regulations
- Reservoir Engineering and Simulation Methods
- Global Financial Crisis and Policies
- Housing Market and Economics
- Risk and Portfolio Optimization
- Complex Network Analysis Techniques
- Energy, Environment, and Transportation Policies
- Web Application Security Vulnerabilities
- Advanced Sensor and Control Systems
- Forecasting Techniques and Applications
- Insurance and Financial Risk Management
- Technology and Security Systems
- Advanced Algorithms and Applications
Qingdao University
2018-2025
Tianjin University
2019-2023
Northeastern University
2016-2017
Pre School Learning Alliance
2013
Huzhou Vocational and Technical College
2004
Abstract Given the existence of real estate market bubbles and risks arising from high government debt, countries are faced with challenge preventing systemic risks. This study investigates macroeconomic dynamics local debt risk perspective liquidity constraints. We build a dynamic stochastic general equilibrium model based on New Keynesian-Dynamic Stochastic General Equilibrium Model (NK-DSGE) to investigate transmission path under regulation. In addition, we analyze between different tax...
Abstract As the international environment changes, frequent geopolitical crises continue to hinder healthy development of global stock markets. To analyze in-depth risk contagion path between market and geopolitics under impact extreme events, this paper explores tail interactive mechanism dynamic effects double-layer network from perspective complex networks. Empirical research finds that conflicts exacerbate among markets, there are significant differences in developed emerging economies....
It is of great significance to improve the corporate governance structure study whether independent directors play role 'vase' in listed companies. Based on social network theory, this article constructs formed by interlocking and examines influence director stock price crash risk. The mechanism test analyses mediating effect principal–agent problem large shareholder's tunnelling empirical research shows that higher centrality company's directors, lower can restrain risk reducing two types...
To analyze whether information sharing in the institutional investors plays role of a market stabilizer or risk booster, this paper constructs investor network employing common holding stocks mutual funds as links. The linkages between two with large positions same stock are hypothesized to be connected each other. Then, we use efficiency fund networks study effects transmission on extreme and financial systemic risk. Especially, speed diffusion is characterized by topology structures based...
This paper builds the institutional investor network on basis of common stock holdings mutual funds with large positions. Institutional investors share and interact private information through social networks. Seen from separating public information, effects sharing in networks diffusion extreme risks are examined, respectively. Then, integrated impact analyst is analysed. Empirical research has found that spread will decrease probability risks. The restrain market closer lower influence In...
Abstract Sudden and uncertain events often cause cross-contagion of risk among various sectors the macroeconomy. This paper introduces stochastic volatility shock that follows a thick-tailed Student’s t -distribution into high-order approximate dynamic general equilibrium (DSGE) model with Epstein–Zin preference to better analyze effect uncertainty on macroeconomics. Then, high-dimensional DSGE (DSGE-SV- ) is developed examine impact transmission mechanism macroeconomic sectors. The...