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
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…
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 approachHong 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 modelXiu 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.
Online date, start – end:2006
Copyright Holder:Emerald Publishing Limited
- Prof Ilan Alon