| Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model M Tian, MM Alshater, SM Yoon Energy Economics 115, 106341, 2022 | 29 | 2022 |
| The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies M Tian, R El Khoury, MM Alshater Journal of International Financial Markets, Institutions and Money 82, 101712, 2023 | 27 | 2023 |
| High-dimensional nonlinear dependence and risk spillovers analysis between China’s carbon market and its major influence factors S Zhang, H Ji, M Tian, B Wang Annals of Operations Research, 1-30, 2022 | 20 | 2022 |
| GARCH copula quantile regression model for risk spillover analysis M Tian, H Ji Finance Research Letters 44, 102104, 2022 | 19 | 2022 |
| Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model M Tian, F Guo, R Niu The North American Journal of Economics and Finance 63, 101817, 2022 | 15 | 2022 |
| Corporate sustainability performance of chinese firms: An empirical analysis from a social responsibility perspective X Wang, H Lin, M Tian Emerging Markets Finance and Trade 56 (9), 2027-2038, 2020 | 9 | 2020 |
| Downside and upside risk spillovers from commercial banks into China’s financial system: a new copula quantile regression-based CoVaR model M Tian, Y Jiang, B Wang, Y Dong, Y Chen, B Shi Economic research-Ekonomska istraživanja 36 (1), 2023 | 5 | 2023 |
| Assessing systemic risk spillovers from FinTech to China’s financial system M Tian, RE Khoury, N Nasrallah, MM Alshater The European Journal of Finance 30 (8), 803-826, 2024 | 4 | 2024 |
| Fitting truncated mode regression model by simulated annealing M Tian, J He, K Yu Computational Optimization in Engineering-Paradigms and Applications, 2017 | 3 | 2017 |
