Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Maoxi Tian"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::89ee70aaaf2e441f26b5b011a8ff21bd
https://doi.org/10.2139/ssrn.4385108
https://doi.org/10.2139/ssrn.4385108
Publikováno v:
Tian, M, Jiang, Y, Wang, B, Dong, Y, Chen, Y & Shi, B 2022, ' Downside and upside risk spillovers from commercial banks into China’s financial system : A new copula quantile regression-based CoVaR model ', Economic Research-Ekonomska Istrazivanja . https://doi.org/10.1080/1331677X.2022.2120037
In this paper, we investigate the downside and upside risk spillovers from three kinds of commercial banks (state-owned commercial banks (SOCBs), joint-stock commercial banks (JSCBs) and city commercial banks (CCBs)) to China’s financial system by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02f073cc2ada66c5124a6f17c5066eae
https://doi.org/10.1080/1331677x.2022.2120037
https://doi.org/10.1080/1331677x.2022.2120037
Publikováno v:
Annals of Operations Research.
In July 2021, China began its national emissions trading scheme, marking a new stage of development for the country's carbon market. This study analyzes the multidimensional correlation between carbon prices in the Guangdong pilot market and eight in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d02b0716a33370a809646d0071cb67a
https://doi.org/10.1007/s10479-022-04770-9
https://doi.org/10.1007/s10479-022-04770-9
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2d0751544e4eaa7a882f55723527cc5
https://doi.org/10.2139/ssrn.4084299
https://doi.org/10.2139/ssrn.4084299
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 82:101712
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f8f0b0ca9d4f363519b07494d2ccc69
https://doi.org/10.1016/j.intfin.2022.101712
https://doi.org/10.1016/j.intfin.2022.101712
Publikováno v:
The North American Journal of Economics and Finance. 63:101817
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33320c9a95a7aa917f8b004730dfa259
https://doi.org/10.1016/j.najef.2022.101817
https://doi.org/10.1016/j.najef.2022.101817
Publikováno v:
Emerging Markets Finance and Trade. 56:2027-2038
Drawing on the concepts of sustainable corporate development and the triple bottom line, this study develops a corporate sustainability efficiency (CSE) index to evaluate sustainable corporate perf...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75e1e0d763777cd73c15879f9a8f040e
https://doi.org/10.1080/1540496x.2019.1608522
https://doi.org/10.1080/1540496x.2019.1608522
Autor:
Maoxi Tian, Hao Ji
Publikováno v:
Finance Research Letters. 44:102104
To assess risk spillovers, this paper proposes a new GARCH copula quantile regression-based CoVaR model in which the nonlinear tail dependence is allowed to change with risk levels. Based on MSCI index daily data, we investigate the risk spillovers f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7d854ae3c29ec6670d24e9919483a6e
https://doi.org/10.1016/j.frl.2021.102104
https://doi.org/10.1016/j.frl.2021.102104
Publikováno v:
Computational Optimization in Engineering-Paradigms and Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::471301baf613444c0019fc54dbd53cae
https://doi.org/10.5772/66070
https://doi.org/10.5772/66070
