| Special Issue on “Risk Management for Asian Financial Markets” |
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| Editorial |
| Xun Zhang, Chinese Academy of Sciences |
| Xiujuan Zhao, Beijing University of Posts and Telecommunications |
| Shouyang Wang, Chinese Academy of Sciences |
| Special Issue Articles |
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| VaR Estimation of China's Futures Market, Taking SHFE Copper Futures for Example |
| Xiang-li Liu |
| Central University of Finance and Economics, China |
| Shouyang Wang |
| Chinese Academy of Sciences, China |
| Yong-miao Hong |
| Cornell University, USA |
| Abstract | References
| Full
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| Modeling the Futures Basis Dynamics: Evidence from COMEX Gold Markets and SHFE Gold Markets |
| Chong Chen |
| Chinese Academy of Sciences, China |
| Haibin Xie |
| Chinese Academy of Sciences, China |
| Shanying Xu |
| Chinese Academy of Sciences, China |
| Xun Zhang |
| Chinese Academy of Sciences, China |
| Hui Bu |
| Beijing University of Aeronautics and Astronautics, China |
| Abstract | References
| Full
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| Forecasting LME Copper Basis by State Space Models
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| Rong Yi |
| Jiangxi University of Finance & Economics, China |
| Qingbin Liu |
| Yokohama National University,Japan |
| Abstract | References
| Full
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| VaR Estimation Using SV and GARCH Models |
| Guojin Chen |
| Xiamen University, China |
| Zhanhai Wang |
| Xiamen University, China |
| Abstract | References
| Full Text
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| Similarity analysis on China’s and Japan’s security price series |
| Xiujuan Zhao |
| Beijing University of Posts and Telecommunications, China |
| Jianmin Shi |
| Muroran Institute of Technology, Japan |
| Abstract | References
| Full
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| Strategic risk - return paradox: Empirical evidence from China’s stock market |
| Chuanguo Li |
| Hunan University, China |
| Shou Chen |
| Hunan University, China |
| Ziran Zou |
| Hunan University, China |
| Abstract | References
| Full
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| Test of the B-S and CEV models: Evidence from China’s warrant market |
| Xinyu Wu |
| Hunan University, China |
| Hailin Zhou |
| Anhui University of Finance and Economics, China |
| Haibin Xie |
| Chinese Academy of Sciences, China |
| Chaoqun Ma |
| Hunan University, China |
| Abstract | References
| Full
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| Empirical analysis of financial cycle in China |
| Xun ZHANG |
| Chinese Academy of Sciences, China |
| Jiawei Zhang |
| Chinese Academy of Sciences, China |
| Lin Zhao |
| Chinese Academy of Sciences, China |
| Guihuan Zheng |
| People’s Bank of China, China |
| Shouyang WANG |
| Chinese Academy of Sciences, China |
| Abstract | References
| Full
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| Business Cycle and Recovery Rates of China’s Non-Performing Loans |
| Bo WANG |
| Chinese Academy of Sciences, China |
| Yue TANG |
| Chinese Academy of Sciences, China |
| Hao CHEN |
| Chinese Academy of Sciences, China |
| Qi WEN |
| Chinese Academy of Sciences, China |
| Min CHEN |
| Chinese Academy of Sciences, China |
| Xiaoguang YANG |
| Chinese Academy of Sciences, China |
| Abstract | References
| Full
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| Regular Articles |
| The Diversification Benefits of International Equities: A Water-Soluble Umbrella? |
| Dave Berger |
| Oregon State University, USA |
| H.J. Turtle |
| Washington State University, USA |
| Abstract | References
| Full
Text| How to Cite| |
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| Active vs. Passive Management: New Evidence from Exchange Traded Funds |
| Gerasimos G. Rompotis |
| University of Athens, Greece |
| Abstract | References
| Full
Text| How to Cite| |
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| Empirical Study on the Efficiency Changes of Chinese Commercial Banks during the Transitional Period of Entry into WTO |
| Xiao-lin Zhu |
| University of Electronic Science and Technology of China, China |
| Ping Li |
| University of Electronic Science and Technology of China, China |
| Yong Zeng |
| University of Electronic Science and Technology of China, China |
| Abstract | References
| Full
Text| How to Cite| |
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| Productivity and Efficiency Change of Banks in North Africa Countries |
| Ibrahim A. Onour |
| Arab Planning Institute, Kuwait |
| Tarek Chebbi |
| University of Sousse, Tunisia |
| Abstract | References
| Full
Text| How to Cite| |
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| Financial Synergy, Agency Costs and Spinoffs |
| T.V.S.Ramamohan Rao |
| Indian Institute of Technology, India |
| Mili Shrivastava |
| Max Planck Institute of Economics, Germany |
| Abstract | References
| Full
Text| | How to Cite| |
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| Empirical Analysis of Mexico's Stock Market Volatility. Pre and Post 1994 Peso Crisis |
| Mahfuzul Haque |
| Indiana State University, US |
| Abstract | References
| Full
Text| How to Cite| |
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| The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries |
| Ibrahim A. Onour |
| Arab Planning Institute, Kuwait |
| Abstract | References
| Full
Text| How to Cite| |
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| A Note on the Immediate Impact of the Eyjafjallajokull Volcanic Eruption on Airline Stocks |
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Srinivas Nippani
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| Texas A&M University-Commerce, USA |
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Kenneth Washer
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| Creighton University, USA |
| Abstract | References
| Full
Text| How to Cite| |
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| Are Large Firms Financially Constrained or Unconstrained in New EU Member States? |
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Tomoe Moore
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| Brunel University, United Kingdom |
| Abstract | References
| Full
Text| How to Cite| |
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| Venture Capital Financing and the Probability of a Successful Launch |
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Edmund H. Mantell
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| Pace University, NY, USA |
| Abstract | References
| Full
Text| How to Cite| |
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