Text-Based Linkages and Local Risk Spillovers in the Equity Market (Job Market Paper)[link]

A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model[link]

A Dynamic Network of Arbitrage Characteristics (with Shaoran Li and Oliver Linton)[link] Revise and Resubmit，Journal of Business & Economic Statistics

Augment Large Covariance Matrix Estimation with Auxiliary Network Information (with Shaoran Li, Oliver Linton, and Weiguang Liu)

Spatial Threshold Model: with an Application to Euro Area Credit Risk Contagion (with Yimeng Xie)

Generalized EGARCH Model: Factor-EGARCH (with Shaoran Li and Weiguang Liu)