Chi‐Chuan Lee

ORCID, self-asserted

ORCID 0000-0003-0644-1168

Publications

Citations

299

h-index

Computed over the works the graph holds, so it is a floor rather than a career figure.

i10-index

Publications

16 works in the graph, newest first.

Firm carbon risk exposure and financial stability
2025Finance research lettersJournalOpen accessCorresponding9 citations10.1016/j.frl.2025.107204
Marketing tokens and marketing stocks: Tail risk connections with portfolio implications
2025Research in International Business and FinanceJournalCorresponding5 citations10.1016/j.ribaf.2025.102784
Does climate risk drive digital asset returns?
2025Physica A Statistical Mechanics and its ApplicationsJournalCorresponding5 citations10.1016/j.physa.2025.130530
Dynamic connections between Africa's emerging equity markets and global financial assets
2025Emerging Markets ReviewJournalSenior authorCorresponding3 citations10.1016/j.ememar.2025.101337
Tail risk connectedness between tokenized and traditional derivatives: Time-frequency analysis and portfolio insights
2025Investment Analysts JournalJournalSenior authorCorresponding0 citations10.1080/10293523.2025.2526267
Impact of global risk aversion on real estate market returns
2025Finance research lettersJournalSenior authorCorresponding0 citations10.1016/j.frl.2025.109177
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
2024The North American Journal of Economics and FinanceJournalSenior authorCorresponding22 citations10.1016/j.najef.2024.102126
Correlation structure between fiat currencies and blockchain assets
2024Finance research lettersJournalCorresponding15 citations10.1016/j.frl.2024.105114
Risk synchronization in Australia stock market: A sector analysis
2024International Review of Economics & FinanceJournalSenior authorCorresponding11 citations10.1016/j.iref.2024.03.042
Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
2024The North American Journal of Economics and FinanceJournalSenior authorCorresponding4 citations10.1016/j.najef.2024.102294
Markov-switching multifractal volatility spillovers among European stock markets during crisis periods
2024Applied EconomicsJournalSenior authorCorresponding3 citations10.1080/00036846.2024.2324846
Quantile correlation between fintech stocks and crypto-assets
2024Applied EconomicsJournalSenior authorCorresponding3 citations10.1080/00036846.2024.2423898
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications
2023Finance research lettersJournalSenior authorCorresponding68 citations10.1016/j.frl.2023.104062
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence
2023Applied EconomicsJournalSenior authorCorresponding45 citations10.1080/00036846.2023.2167921
Analyzing time‐varying tail dependence between leveraged loan and debt markets in the U.S. economy
2023International Review of FinanceJournalSenior authorCorresponding1 citations10.1111/irfi.12441
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
2022International Review of FinanceJournalCorresponding105 citations10.1111/irfi.12393