... Structural equations System-wide connectedness Systemic risk 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...

... formula: (1) R t = ln ( P t ) − ln ( P t − 1 ) Cryptocurrency Jump risk Continuous risk Trend risk Cyclical risk G32 C58 E44 In recent years, the cryptocurrency market has experienced rapid growth, with its extreme volatility attracting...

...-aversion Asset price misalignment Dividend tax Capital value tax Monetary policy D81 E13 E44 E52 G12 H30 What are the consequences of ambiguity aversion in the presence of wealth distribution effects? Can it give rise to inefficient prices or price misalignment with fundamentals...

...@xjtlu.edu.cn © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Asia Bank’s profitability Panel data Asset quality Impaired loan G21 G32 C33 E44 Allen and Carletti (2010) stated that the price reflects the fundamentals of assets and can...

... Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Housing market Stock market Frequency domain Time domain Wavelet analysis C32 E44 G11 (1) W x ( τ , s ) = ∫ − ∞ + ∞ x ( t ) ψ τ , s * ( t ) d t...