... distribution Generalised autoregressive score G15 G16 C32 Funding: This research did not receive any specific grant from funding agencies in the public, commercial, or not-for-profit sectors. Diversification allows investors to minimise risks by selecting assets...

... C32 C51 C58 E44 F31 G15 Funding: The authors received no specific funding for this work. The seminal work of King and Wadhwani (1990) argues that shocks transmit in stock markets because rational agents infer judgements from price movements in other markets. Subsequent...

... financial network Chinese stock sectors Collective risk resonance Sectoral resilience G15 C32 National Social Science Fund of China 23BTJ043 http://dx.doi.org/10.13039/501100012456 Postgraduate Scientific Research and Innovation Project of Hunan Province CX20250827...

... 21 08 2024 05 02 2025 10 04 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Non-fungible tokens Quantile Financial markets connectedness Extreme risk spillover C32 C58 G15 The rapid emergence of Non-Fungible...

... ] where: © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only VAR VECM Portfolio optimization DCC ADCC Black-Litterman (BL) C32 C53 G11 Black and Litterman (1990, 1992) establish the Black-Litterman (BL) methodology to mitigate...

... Li can be contacted at: shin_li@sjtu.edu.cn 08 06 2017 25 10 2017 25 10 2017 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Housing market Stock market Frequency domain Time domain Wavelet analysis C32 E44 G11...

... Hong Kong, Taiwan and Macao Foreign direct investment Exports Lateral direct investment Time-varying causality Vertical direct investment C32 F14 G15 This study aims to test the causal link between foreign direct investment (FDI) and exports in China and to determine...