Search Results for author: Lifen Zheng

Found 1 papers, 0 papers with code

Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price

no code implementations28 Mar 2024 Muzi Chen, Nan Li, Lifen Zheng, Difang Huang, Boyao Wu

First, compared with tranquil periods, the SSE A-shares network experiences a more significant small-world and connective effect during the subprime mortgage crisis and the high leverage period in 2015.

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