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National development banks and loan contract terms: Evidence from syndicated loans
期刊论文
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 卷号: 130, 页码: 24
作者:
Gong, Di
;
Xu, Jiajun
;
Yan, Jianye
收藏
  |  
浏览/下载:50/0
  |  
提交时间:2023/02/07
National development banks
Syndicated loans
Contract terms
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:
Li, Jingyu
;
Cheng, Lu
;
Zheng, Xiaolong
;
Wang, Fei-Yue
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2023/11/17
COVID-19
financial and economic system
network analysis
stock volatility spillover
variational mode decomposition (VMD)
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
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  |  
浏览/下载:16/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
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  |  
浏览/下载:14/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
Can financial crisis be detected? Laplacian energy measure
期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xin
;
Yang, Xiaoguang
;
Cao, Jinde
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  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Financial crisis
complex network
Laplacian energy
network structure
seasonal-trend decomposition procedure based on loess (STL)
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
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  |  
浏览/下载:15/0
  |  
提交时间:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
作者:
Wang, Xiangyu
;
Xia, Jianming
;
Xu, Zuo Quan
;
Yang, Zhou
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  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
SSD-minimal
stochastic dominance
Skorokhod lemma
complete market
risk minimizing
Complex risk contagions among large international energy firms: A multi-layer network analysis
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:
Wu, Fei
;
Xiao, Xuanqi
;
Zhou, Xinyu
;
Zhang, Dayong
;
Ji, Qiang
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  |  
浏览/下载:6/0
  |  
提交时间:2023/05/30
Energy firms
Multi-layer network
Risk contagions
Time-varying
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:
Guo, Xiaochun
;
Lu, Fengbin
;
Wei, Yunjie
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Bitcoin
COVID-19
Contagion
DAG
Financial market risk
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy
期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:
Zhan, Baoqiang
;
Zhang, Shu
;
Du, Helen S.
;
Yang, Xiaoguang
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  |  
浏览/下载:13/0
  |  
提交时间:2022/04/02
Statistical arbitrage
Cointegration
Machine learning
Opportunities exploration
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