International Journal of Emerging Markets: Volume 16 Issue 5

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 system…

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 the…

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.

Editorial statement and research ideas for behavioral financial economics in the emerging market

Wing-Keung Wong

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.