The bubble and anti-bubble risk resistance analysis on the metal futures in China-Reference-Cited by-同舟云学术

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The bubble and anti-bubble risk resistance analysis on the metal futures in China

Published:2018-08 Issue: Volume:503 Page:947-957
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Zhou Wei,Huang Yang,Chen Jin

Funder

Natural Science Foundation of China

China Postdoctoral Science Foundation

Social Science Foundation of Ministry of Education of China

Applied Basic Research Programs of Yunnan Province

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference37 articles.

1. Origin of crashes in three US stock markets: Shocks and bubbles;Johansen;Physica A,2004

2. International asset pricing and portfolio diversification with time-varying risk;Santis;J. Financ.,1997

3. What is the impact of stock market contagion on an investor’s portfolio choice?;Branger;Insurance Math. Econom.,2009

4. Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets;Dimitriou;J. Financ. Econ. Policy,2013

5. Financial contagion risk and the stochastic discount factor;Piccotti;J. Bank. Financ.,2017

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