Qin Xiao

University of Hull

Senior Lecturer

Cottingham Road

Hull, Great Britain HU6 7RX

United Kingdom

http://www2.hull.ac.uk/hubs/about-us/our-staff/allstaff/x/xiao-q.aspx

SCHOLARLY PAPERS

2

DOWNLOADS

24

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Commodity Market Financialization, Herding and Signals:An Asymmetric GARCH R-Vine Copula Approach

Number of pages: 40 Posted: 29 Sep 2022
Qin Xiao, Dalu Zhang and Meilan Yan
University of Hull, affiliation not provided to SSRN and Loughborough University
Downloads 24 (931,603)

Abstract:

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Commodity market financialization, herding, asymmetric tail dependence, risk-sharing, information friction

Abstract:

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Imperfect information, credit constraint, housing bubble, financial crisis