Impact of rollover risk and corporate policy on extreme risk in the Taiwanese manufacturing industry
Year of publication: |
September 2017
|
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Authors: | Chiu, Wan-Chien ; Wang, Chih-Wei ; Wu, Wei-Ning ; Lin, Chuan-Ju |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 20.2017, 3, p. 1-20
|
Subject: | Corporate policy | rollover risk | tail risk spillover | Risiko | Risk | Risikomanagement | Risk management | Taiwan | Industrie | Manufacturing industries | Spillover-Effekt | Spillover effect |
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