Display:
15 publications

Academic Articles

2025

LEONG, S.

Consistent Backtesting Systemic Risk Measures

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Academic Articles

2024

LEONG, S.

Systemic Contagion

JOURNAL OF BUSINESS AND ECONOMIC STATISTICS

Academic Articles

2023

LEONG, S., G. URGA

A practical multivariate approach to testing volatility spillover

JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, 153

Academic Articles

2021

LEONG, S.

Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study

ENERGY ECONOMICS, Vol. 103

Academic Articles

2020

LEONG, S., C. BELLAVITE PELLEGRINI, G. URGA

The contribution of shadow insurance to systemic risk

JOURNAL OF FINANCIAL STABILITY, 51

Research and expertise

Field of Expertise
Quantitative finance

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