Your browser doesn't support javascript.
Show: 20 | 50 | 100
Results 1 - 3 de 3
Filter
1.
ECONOMIC MODELLING ; 113, 2022.
Article in English | Web of Science | ID: covidwho-1906963

ABSTRACT

The COVID-19 pandemic has showed that distress to the financial system is always accompanied with the interconnection between the stock and bond markets. However, limited studies have identified the flight-toquality effect between these two markets from a nonlinear extreme perspective. Thus, using the multi-quantile VaR Granger causality test that measures the non-linearity of extreme risk, we investigated this effect in Chinese sectors via extreme risk spillover networks. Based on the findings, defensive (offensive) sectors are dominant in the stock market when facing upside (downside) risk to avoid potential investment losses. The results also confirm the robustness of the conclusion that the investment function of the financial markets weakened during the financial crisis. Moreover, compared to the Financial Bond and Enterprise Bond, the Government Bond is likely to show better risk hedging effect in cross-market risk spillover networks due to its high information transparency.

2.
2021 ASEE Virtual Annual Conference, ASEE 2021 ; 2021.
Article in English | Scopus | ID: covidwho-1696822

ABSTRACT

In this work, we describe two activities that we have designed - suitable for an introductory undergraduate course in computational and data science - that introduce rudimentary principles of graph theory. Both activities feature simple premises (yet have the potential for significant depth, depending on student interest and mathematical maturity), strengthen students' abilities in mathematical and computational reasoning, and interweave timely “out-of-the-classroom” themes that will resonate in 2021 and beyond. We also provide qualitative results from the deployment of these activities in a sophomore-level civil and environmental engineering class. © American Society for Engineering Education, 2021

SELECTION OF CITATIONS
SEARCH DETAIL