Weiying Wang, Chi Xie, Xiao-Xin Li, Zhi-Yu Zhang (2026). How climate risk impacts interaction among green assets under varying market states: Evidence from a time-frequency QVAR model integrating an autoencoder. Finance Research Letters.DOI
You Zhu, Bowei Zhang, Ming-Xia Gong, Gangjin Wang, Bei-Bei Xiong, Chi Xie (2026). The Impacts of Generative Artificial Intelligence on Financial Research:Opportunities,Challenges,and Prospects. Bulletin of National Natural Science Foundation of China.DOI
Yingbo Ouyang, Chi Xie, Kelong Li, Tingcheng Mo, Yusen Feng (2024). How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. International Review Of Financial Analysis, Vol. 95.DOI
Ke-Long Li, Chi Xie, Ying Ouyang, Tingcheng Mo, Z. Zeng (2023). Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network. Complex.DOI
Tingcheng Mo, Chi Xie, Ke-Long Li, Ying Ouyang, Z. Zeng (2022). Transmission effect of extreme risks in China's financial sectors at major emergencies: Empirical study based on the GPD-CAViaR and TVP-SV-VAR approach. Electronic Research Archive.DOI
Ting Zhang, Chi Xie, Gang-Jin Wang, Wei-Xing Zhou (2022). The Speed of Convergence to Market Efficiency: New Evidence from the Chinese Stock Market. Social Science Research Network.DOI
Gang-Jin Wang, Yanping Tang, Chi Xie, Shou Chen (2019). Is bitcoin a safe haven or a hedging asset? Evidence from China. Journal of Management Science and Engineering.DOI
Gang-Jin Wang, Chi Xie, Longfeng Zhao, Zhi-Qiang Jiang (2018). Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? Journal Of International Financial Markets Institutions & Money, Vol. 57.DOI
Chi Xie, Ying-Ying Zhou, Gang-Jin Wang, Xin-Guo Yan (2017). Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA).DOI
Chi Xie, Yuanxia Wang (2017). Does Online Investor Sentiment Affect the Asset Price Movement? Evidence from the Chinese Stock Market.DOI
Chi Xie, Ying-Ying Zhou, Gang-Jin Wang, Xin-Guo Yan (2017). Investigating the Disparities of China’s Insurance Market Based on Minimum Spanning Tree from the Viewpoint of Geography and Enterprise.DOI
You Zhu, Chi Xie, Gangjin Wang, Xin-Guo Yan (2017). Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance. Neural computing & applications (Print).DOI
T. Hu, Chi Xie (2016). Competition and bank risk-taking: the mediating role of innovation for Chinese banking industry. International Journal of Applied Decision Sciences.DOI
Zhu-qing Zheng, Chi Xie (2016). Performance of Mergers and Acquisitions based on the Event Study Method.DOI
T. Hu, Chi Xie (2016). Competition, Innovation, Risk‐Taking, and Profitability in the Chinese Banking Sector: An Empirical Analysis Based on Structural Equation Modeling.DOI
Chi Xie, Rui Long, Z. Zeng(2016). 時変カプラーに基づくつ300株の指期スポットの高周波価格の構造的測度【JST・京大機械翻訳】.
Gang-Jin Wang, Chi Xie, Shou Chen (2016). Multiscale correlation networks analysis of the US stock market: a wavelet analysis. Journal of Economic Interaction and Coordination.DOI
You Zhu, Chi Xie, Gangjin Wang, Xin-Guo Yan (2016). Predicting China's SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods. Entropy.DOI
Chi Xie, Rui Long, Z. Zeng (2016). Measuring Dependence Structure between High-frequency Prices of CSI300 Index Futures and Spots Based on Time-varying Copulas.
Chi Xie, Y. Liu, Gang-Jin Wang, Yan Xu (2016). The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing.DOI
Cheng Dai, Chi Xie (2016). The Market Reaction to Food and Drug Safety Incidents of Listed Companies.DOI
Luo Changqing, Xie Chi, Yu Cong, Xu Yan (2015). Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. Economic Modelling, Vol. 51.DOI
Gang Wang, Chi Xie, Peng Zhang, Feng Han, Shou Chen (2014). Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach.DOI
Gang-Jin Wang, Chi Xie, Ling-Yun He, Shou Chen (2014). Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales.DOI
Chi Xie, Jiao-Jiao Yang, Gang-Jin Wang (2014). A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets. Journal of Applied Mathematics.DOI
Xin-Guo Yan, Chi Xie, Gang-Jin Wang (2014). The stability of financial market networks.DOI
Gang-Jin Wang, Chi Xie, Shou Chen, Feng Han (2014). Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis.DOI
Wei-Zhang Li, Chi Xie (2014). A Study on the Financing Efficiency of Small and Medium-sized Enterprises Assemble Bond Based on DEA.DOI
Chi Xie, Liang Guo, Chang-Qing Luo (2013). A Study on the Stock Price Effect of Convertible Bonds Redemption.DOI
Gang-Jin Wang, Chi Xie (2013). Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket.DOI
Gangjin Wang, Chi Xie, Yi-Jun Chen, Shou Chen (2013). Statistical Properties of the Foreign Exchange Network atDifferent Time Scales: Evidence from DetrendedCross-Correlation Coefficient and Minimum Spanning Tree. Entropy.DOI
Gang-Jin Wang, Chi Xie (2013). Cross-correlations between the CSI 300 spot and futures markets.DOI
Chi Xie, Biao-Teng Zou, Cong Yu (2013). Jump Dynamics with a Regime Switching Process in Stock Market Returns:an empirical study of China's stock market based on RS-ARJI model.
Chi Xie, Zhou Liangqiu (2013). Asymmetric Foreign Exchange Rate Exposure of Listed Commercial Banks.DOI
Gang-Jin Wang, Chi Xie, Shou Chen, Jiao-Jiao Yang, Mingyuan Yang (2013). Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient.DOI
Chi Xie, Yi-Jun Zhao (2013). Research of Cash Flow Risk Based on a Panel Data CFaR Model——An Empirical Study of Chinese Listed Firms with the Consideration of Risk Factor's Distribution.
Chi Xie (2013). Discussion on Optimal Capital Structure of Coal Listing Companies.
Chi Xie, Xingrong Chen (2013). The performance evaluation of fund family based on the super-efficiency DEA model. WIT transactions on information and communication technologies.DOI
Gang-Jin Wang, Chi Xie, Feng Han, Bo Sun (2012). Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree.DOI
Chi Xie (2012). The Financial Effect of Cash Dividend Distribution in Listed Companies : The Applicability of Cash Dividend Agency Cost Theory.
Chi Xie (2012). Study on the Impact of Macroeconomic Variables on Financial Distress Risk of Enterprise. Journal of Xiangtan University.
Jiao Chen, Chi Xie, Z. Zeng (2012). The empirical research of controlling shareholders' propping: Based on the relevant provisions of the system about “delisted warning companies” and “suspending listing companies”.DOI
Xi-Chen Liu, Chi Xie (2012). Factors influencing the stock dividend and transfer of reserve to common shares of listed companies. 2012 8th International Conference on Computing and Networking Technology (INC, ICCIS and ICMIC).
R. Yan, Chi Xie (2012). Industry Stock Price Effect and Its Influencing Factors of Cash Dividend Distribution: Based on Chinese Real Estat Listed Companies.DOI
Chi Xie, Zhe Zhu, Cong Yu (2012). A study of feedback trading in stock index futures: An empirical analysis on Asian markets. International Conference on Advanced Computational Intelligence.DOI
Chi Xie, Lin Yao (2012). Portfolio Value-at-Risk estimating on markov regime switching copula-autoregressive conditional jump intensity-threshold generalized autoregressive conditional heteroscedasticity model. 2012 International Conference on Information Management, Innovation Management and Industrial Engineering.DOI
Feng Han, Chi Xie, Lan Ding, Gang-Jin Wang (2012). Integrating Application of Independent Component Analysis and Support Vector Machine in Foreign Exchange Rate Forecasting.DOI
Yan Xu, Chi Xie, Yanan Xu (2012). Time-Spatial Revolution Characteristics in the Aftermath of the European Debt Crisis: Decoupling Hypothesis of China.DOI
Gang-Jin Wang, Chi Xie, Feng Han (2012). Multi-Scale Approximate Entropy Analysis of Foreign Exchange Markets Efficiency.DOI
Gang-Jin Wang, Chi Xie (2012). Cross-correlations between WTI crude oil market and U.S. stock market: A perspective from econophysics.DOI
Chi Xie, Sai Wang (2012). Impacts of corporate diversification strategy on the quantity of cash holdings. International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII).DOI
Chi Xie, Yuanmei Liu, Z. Zeng (2011). Relationship between Private Placements and Corporate Performance.DOI
Feng Han, Chi Xie (2011). The Effects of Forex Intervention: A Simultaneous Equations Model. International Conference on Intelligent Computing.DOI
Chi Xie, Chang-Qing Luo, Xiang Yu (2011). Financial distress prediction based on SVM and MDA methods: the case of Chinese listed companies.DOI
Chi Xie, Qingmin Yu (2011). An empirical study on the effectiveness of the warrant creation mechanism based on principal component analysis. International Conference on Artificial Intelligence, Management Science and Electronic Commerce.DOI
Chi Xie, Danhua Su (2011). The correlation between accounting information quality and information content of stock price—and the influence of institutional investors' stock holdings to the correlation between them. International Conference on Artificial Intelligence, Management Science and Electronic Commerce.DOI
Tong Shu, Shou Chen, Chi Xie, Shouyang Wang, K. Lai (2010). Ave-CPFR Working Chains on the Basis of Selection Model of Collaborative Credit-Granting Guarantee Approaches. International Journal of Information Technology and Decision Making.DOI
Chi Xie (2010). Empirical Study on the Banks' Supervisory Role in the Corporate Governance.
Bo Sun, Chi Xie, Gangjin Wang, Juan Zhang (2010). The combining prediction of the RMB exchange rate series based on diverse architectural artificial neural network ensemble methodology. International Conference on Bio-Inspired Computing: Theories and Applications.DOI
Bo Sun, Chi Xie (2009). RMB Exchange Rate Forecasting in the Context of the Financial Crisis.DOI
Chi Xie (2009). CO-INTEGRATION ANALYSIS BETWEEN ENTERPRISE VALUE AND REAL EFFECTIVE EXCHANGE RATE WITH INTERNATIONAL OIL PRICE.
Kaijian He, Chi Xie, Shou Chen, K. Lai (2009). Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network. Neurocomputing.DOI
Chi Xie, Zai-Mei Zhang (2009). Research on Forecast of Central Bank Foreign Exchange Intervention Based on Rough Set Theory. 2009 WRI World Congress on Computer Science and Information Engineering.DOI
Chi Xie (2009). Investors' Heterogeneous Beliefs and Asset Pricing. Guanli xuebao.
Chi Xie, Chen Hui (2008). Study on the Expectation Hypotheses Theory of Term Structure and Term Premiums Based on Rational Expectation.
Chi Xie (2008). Diffusion model including the Jump-Arch process and its application. Guanli kexue xuebao.
Kaijian He, Chi Xie, K. Lai (2008). Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. International Conference on Conceptual Structures.DOI
Kaijian He, Chi Xie, K. Lai (2008). Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. International Symposium on Neural Networks.DOI
Kaijian He, Chi Xie, K. Lai (2008). A Wavelet Denoising Support Vector Regression Ensemble Model for Exchange Rate Prediction. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Kaijian He, Chi Xie, K. Lai (2008). Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction. 2008 Fourth International Conference on Natural Computation.DOI
Chi Xie (2008). The Effect Mechanism of Product Market Competition on Capital Structure.
Chi Xie, Yang Ni (2007). Analysis and Empirical Research on the Long-Memory Property of Exchange Rate Time Series. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Tong Shu, Shou Chen, Bart L. MacCarthy, Shouyang Wang, K. Lai, Chi Xie (2007). An Analysis of Motivation for Front Collaboration of AVE-based CPFR Mechanisms. International Conference on Service Systems and Service Management.DOI
Chi Xie (2007). Combination Forecasting Model of Securities Market Based on Grey Model and Neural Network.
Chi Xie, Hua Tan, Xiang Yu (2007). Trend Feature Mining Algorithm Based on Financial Time Series. International Conference on Fuzzy Systems and Knowledge Discovery.DOI
Tong Shu, Shou Chen, K. Lai, Chi Xie, Shouyang Wang (2006). A Study of Collaborative Planning, Forecasting and Replenishment Mechanism of Agile Virtual Enterprises. 2006 IEEE International Conference on Management of Innovation and Technology.DOI
Chi Xie (2006). Exchange Rate Forecasting Based on the Combination of GARCH Models and ANN Technologies. Science Technology and Engineering.
Chi Xie, Kaijian He (2006). Wavelet Denoised Value at Risk Estimate. International Conference on Management Science and Engineering.DOI
K. Lai, Kaijian He, Chi Xie, Shou Chen (2006). Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. Sixth International Conference on Intelligent Systems Design and Applications.DOI
Chi Xie (2006). Co-Integration Analysis of the Interest Rate of Inter-Bank Market and the Capital Structure of the Listed Company.
Chi Xie, Hui Chen, Xiang Yu (2006). Yield Curve Estimation in the Illiquid Market: Framework, Models and Empirical Study. International Journal of Information Technology and Decision Making.DOI
Tong Shu, Shou Chen, Keung-Lai Kin, Chi Xie, Shouyang Wang (2006). Studies on Mechanism and Modeling of CPFR Modules on AVE Basis. International Conference on Management Science and Engineering.DOI
Chi Xie (2006). Empirical Study on the Effect of Interest Rate on Stock Price. Science Technology and Engineering.
K. Lai, Kaijian He, Chi Xie, Shou Chen (2006). Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. The 2006 IEEE International Joint Conference on Neural Network Proceedings.DOI
Chi Xie, Zuo Chen, Xiang Yu (2006). Sequence Outlier Detection Based on Chaos Theory and Its Application on Stock Market. International Conference on Fuzzy Systems and Knowledge Discovery.DOI
Chi Xie (2004). Efficiency Study on the Estimation of the Diffusion Models of Interest Ratesunder the Crank-Nicolson Finite Difference Approach. Systems Engineering.
Chi Xie (2004). Description and Analysis on Behavior of the Interest Rates of the R091 in the Shanghai Security Exchange. Guanli xuebao.
Chi Xie (2004). An Analysis on Regime-Switching of Interest Rate in the Inter-Bank Market of China. Policy-making Reference.
Chi Xie. 2012 International Conference on Information Management, Innovation Management and Industrial Engineering Impacts of Corporate Diversification Strategy on the Quantity of Cash Holdings.
会议论文
Chi Xie (2003). Interest Rate Swaps,Economic Exposure and Mispricing of Firm's Debt. Industrial Engineering and Engineering Management.
预印本
Jinhui Cao, Chi Xie, Xianke Li, Gang‐Jin Wang, You Zhu (2025). Emitter or Receiver? Forecasting the Role of Geopolitical Risk and Carbon Trade in Spillover Effect with Deep Learning. SSRN Electronic Journal.DOI
Kelong Li, Chi Xie, Yingbo Ouyang, Tingcheng Mo, Yusen Feng (2023). Tail Risk Spillovers Among Stock and Foreign Exchange Markets at Major Emergencies: Evidence from G20 Countries. SSRN Electronic Journal.DOI