Using half-rotated technology of copula, this study proposes a generalized autoregressive
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …

The study explores whether China's national carbon market can hedge the risks of light and
medium crude oil compared with the European carbon market, through the diversified and …

El propósito de este trabajo es realizar una caracterización del contenido bibliográfico
relacionado con el comportamiento de los riesgos financieros en el sector bancario y …

This study examines the intersectoral linkages and evolving role of the Chinese financial
sector in the economic network, with a variety of network analysis metrics, and structural …

El propósito de este trabajo es realizar una caracterización del contenido bibliográfico
relacionado con el comportamiento de los riesgos financieros en el sector bancario y …

Today, the potential of FinTech in China is immense. After a prolonged period of dormancy,
a blazing trail in finance surges. This study estimates the extent to which risk is transmitted …

This paper investigates the tail risk spillover effects among the stock and foreign exchange
markets of G20 economies, as well as the oil and gold markets by constructing a tail event …

Volatility spillover can cause successive and similar volatilities in different markets even
financial or economic crises. Many related studies have been presented to analyze it from …

By employing two systemic risk methods, the marginal expected shortfall (MES) and the
component expected shortfall (CES), this paper measures the systemic risk level of all …

Статья посвящена проблеме оценивания неэлементарных линейных регрессий
методом наименьших квадратов. Предложено их обобщение-неэлементарные …