Buchumschlag

Uncertainty and financial market resilience: Evidence from China

Fuente: arXiv

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Wei, Si-Yao, Jiang, Kun-Liang, Zhou, Wei-Xing
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Risk Management
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Ähnliche Einträge

Uncertainty in the financial market and application to forecastabnormal financial fluctuations
von: Peng, Shige, et al.
Veröffentlicht: (2024)

Risk spillovers between the BRICS and the U.S. staple grain futures markets
von: Shao, Ying-Hui, et al.
Veröffentlicht: (2024)

Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
von: Yang, Yan-Hong, et al.
Veröffentlicht: (2024)

Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
von: Zhu, Han-Yu, et al.
Veröffentlicht: (2024)

Workplace sustainability or financial resilience? Composite-financial resilience index
von: Daadmehr, Elham
Veröffentlicht: (2024)

Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
von: Shao, Ying-Hui, et al.
Veröffentlicht: (2025)

Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
von: Yang, Yan-Hong, et al.
Veröffentlicht: (2024)

Systemic risk measures with markets volatility
von: Sun, Fei, et al.
Veröffentlicht: (2018)

“Divide et impera”? A financial assessment of the (de)concentration in the Brazilian reinsurance market
von: João Vinícius de França Carvalho, et al.
Veröffentlicht: (2024)

Semi-parametric financial risk forecasting incorporating multiple realized measures
von: Peiris, Rangika, et al.
Veröffentlicht: (2024)

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
von: Iftikhar, Erum, et al.
Veröffentlicht: (2025)

Mortality Heterogeneity and Actuarial Fairness in China's Notional Defined Contribution Pension System
von: Dong, Xiaoyu, et al.
Veröffentlicht: (2026)

Uncertainty Propagation and Dynamic Robust Risk Measures
von: Moresco, Marlon, et al.
Veröffentlicht: (2023)

The effect of organizational studies on financial risk measures estimation
von: Marcelo Brutti Righi
Veröffentlicht: (2019)

On multivariate contribution measures of systemic risk with applications in cryptocurrency market
von: Wen, Limin, et al.
Veröffentlicht: (2024)

Mean-field Libor market model and valuation of long term guarantees
von: Gach, Florian, et al.
Veröffentlicht: (2023)

Hedging market risk and uncertainty via a robust portfolio approach
von: Ravagnani, Adele, et al.
Veröffentlicht: (2026)

Forecasting realized volatility in the stock market: a path-dependent perspective
von: Liu, Xiangdong, et al.
Veröffentlicht: (2025)

Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
von: Rehman, Shafique Ur, et al.
Veröffentlicht: (2024)

Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships
von: Lacava, Demetrio
Veröffentlicht: (2026)

Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty
von: Papayiannis, Georgios I.
Veröffentlicht: (2022)

Building economic resilience to pandemic risk in Switzerland
von: Anastasia Kartasheva, et al.
Veröffentlicht: (2025)

On the use of artificial intelligence in financial regulations and the impact on financial stability
von: Danielsson, Jon, et al.
Veröffentlicht: (2023)

On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
von: Pu, Tong, et al.
Veröffentlicht: (2024)

Self-protection and insurance demand with convex premium principles
von: Li, Qiqi, et al.
Veröffentlicht: (2024)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
von: Liu, Yang, et al.
Veröffentlicht: (2026)

On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
von: Gong, Shuo, et al.
Veröffentlicht: (2022)

Spectral signatures of structural change in financial networks
von: Macchiati, Valentina, et al.
Veröffentlicht: (2024)

Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting
von: Liu, Xiaochun, et al.
Veröffentlicht: (2026)

Resilience Analysis of Multi-modal Logistics Service Network Through Robust Optimization with Budget-of-Uncertainty
von: Pang, Yaxin, et al.
Veröffentlicht: (2024)

Identifying dynamical network markers of financial market instability
von: Ito, Mariko I., et al.
Veröffentlicht: (2026)

On monotone completion of risk markets: Limit results for incomplete risk markets
von: Khajepour, Iman, et al.
Veröffentlicht: (2025)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
von: Cable, Travis, et al.
Veröffentlicht: (2025)

The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
von: Feinstein, Zachary, et al.
Veröffentlicht: (2024)

Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
von: Zhou, Kenneth Q., et al.
Veröffentlicht: (2025)

Overcoming data utilization challenges for built environment flood resilience: Strategies and best practices
von: Pavithra Rathnasiri, et al.
Veröffentlicht: (2024)

Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
von: Li, Pengpeng, et al.
Veröffentlicht: (2026)

Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
von: Foroni, Beatrice, et al.
Veröffentlicht: (2023)

Robust Optimal Strategies for Early Liquidation in Financial Systems
von: Ahn, Dohyun, et al.
Veröffentlicht: (2026)

The effects of the expanded pandemic unemployment assistance on non‐standard workers' financial and mental wellbeing
von: Juhyun Bae
Veröffentlicht: (2025)