Gang‐Jin Wang

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

Shuyue Yi, Zishuang Xu, Gang‐Jin Wang · International Review of Financial Analysis · 2018 · 416 citations

Economics, Volatility Modeling, Financial Economics +8

Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

You Zhu, Li Zhou, Chi Xie et al. · International Journal of Production Economics · 2019 · 363 citations · Full text

Forecasting Methodology, Supply Chain Finance, Predictive Analytics +11

Extreme risk spillover network: application to financial institutions

Gang‐Jin Wang, Chi Xie, Kaijian He et al. · Quantitative Finance · 2017 · 254 citations

Financial System, Financial Institutions, Financial Economics +15

When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Gang‐Jin Wang, Chi Xie, Danyan Wen et al. · Finance research letters · 2018 · 248 citations

Public Policy, Economics, Financial Economics +9

Interconnectedness and systemic risk of China's financial institutions

Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin et al. · Emerging Markets Review · 2017 · 223 citations · Full text

Economics, Financial Economics, International Finance +6