Yanzhen Yao

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

Xiaolei Sun, Jun Wang, Yanzhen Yao et al. · International Review of Financial Analysis · 2019 · 101 citations

Commodity Markets, Economics, Sovereign Cds +10

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

Jingyu Li, Ranran Liu, Yanzhen Yao et al. · Resources Policy · 2022 · 64 citations

Volatility Modeling, Financial Economics, International Finance +6

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

Jingyu Li, Yanzhen Yao, Jianping Li et al. · Emerging Markets Review · 2019 · 38 citations

Empirical Finance, Financial System, Economics +12

Option prices and stock market momentum: evidence from China

Jianping Li, Yanzhen Yao, Yibing Chen et al. · Quantitative Finance · 2018 · 18 citations

Option Pricing, Economics, Financial Economics +13

Expected default based score for identifying systemically important banks

Yanzhen Yao, Jianping Li, Xiaoqian Zhu et al. · Economic Modelling · 2017 · 14 citations

Important Banks, Management, Credit Market +4