International Journal of Emerging Markets: Volume 16 Issue 5

Subject:

Table of contents - Special Issue: Behavioral Financial Economics in Emerging Markets

Guest Editors: Wing-Keung Wong, Ephraim Clark, João Paulo Torre Vieito, Aviral Kumar Tiwari

Setting margins for margin buying in China: balancing the trade-off between liquidity and prudence

Hui Hong, Chien-Chiang Lee, Zhicun Bian

The purpose of this paper is to propose a new dynamic margin setting method for margin buying in China and evaluate the validity of its performance with the current margin…

Optimal combinations of factors influencing the sustainability of Taiwanese firms

Fang-Yi Lo, Wing-Keung Wong, Jessica Geovani

The authors aim to obtain the optimal combinations of factors from institutional environment adaptation mechanisms and internal resources or capabilities that influence…

Examining the evidence of risk spillovers between Shanghai and London non-ferrous futures markets: a dynamic Copula-CoVaR approach

Hong Shen, Yue Tang, Ying Xing, Pin Ng

This paper aims to examine the evidence of risk spillovers between Shanghai and London non-ferrous futures markets using a dynamic Copula-CoVaR approach.

The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model

Xiu Wei Yeap, Hooi Hooi Lean, Marius Galabe Sampid, Haslifah Mohamad Hasim

This paper investigates the dependence structure and market risk of the currency exchange rate portfolio from the Malaysian ringgit perspective.

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Cover of International Journal of Emerging Markets

ISSN:

1746-8809

Online date, start – end:

2006

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Prof Ilan Alon