Sun Xiao Lei
Professor
Department of of Public Administration
Chinese Academy of Sciences
China
Biography
Dr. SUN Xiao Lei is currently working as a Professor in the Department of Public Administration, University of the Chinese Academy of Sciences , China.
Research Interest
Modeling dynamic correlations and spillover effects of country risk
Publications
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Yang Y, Sun X, Zhu X, Li J, Wu D. Dynamic Behavior of Country Risk in the BRICS Countries: From the Perspective of Time-varying Correlation. InBusiness Intelligence and Financial Engineering (BIFE), 2012 Fifth International Conference on 2012 Aug 18 (pp. 313-317). IEEE.
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Sun X, Tang L, He W. Exploring the value at risk of oil-exporting country portfolio: an empirical analysis from the FSU region. Procedia Computer Science. 2011 Jan 1;4:1675-80.
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Li J, Sun X, He W, Tang L, Xu W. Modeling dynamic correlations and spillover effects of country risk: evidence from Russia and Kazakhstan. International Journal of Information Technology & Decision Making. 2009 Dec;8(04):803-18.
