All Outputs (2)

Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach (2023)
Journal Article
Xiao, Q., Zhang, D., & Yan, M. (2023). Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. International review of financial analysis, 89, Article 102743. https://doi.org/10.1016/j.irfa.2023.102743

Institutional investors have significantly increased their exposure to commodity futures after 2004 in the process of commodity market financialization, raising questions about the risk-sharing and price-discovery functions of the market. We identi... Read More about Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach.

Does national culture impact trade credit provision of SMEs? (2023)
Journal Article
Hoang, C. H., Ly, K. C., Xiao, Q., & Zhang, X. (2023). Does national culture impact trade credit provision of SMEs?. Economic modelling, 124, Article 106288. https://doi.org/10.1016/j.econmod.2023.106288

Trade credit provision considerably varies from country to country, especially among small- and medium-sized enterprises (SMEs). However, there is scant literature on the determinants of such variations. Thus, this study determines how cultural diffe... Read More about Does national culture impact trade credit provision of SMEs?.