Tail risk spillovers and corporate cash holdings
Year of publication: |
September 2016
|
---|---|
Authors: | Chiu, Wan-Chien ; Wang, Chih-Wei ; Peñac, Juan Ignacio |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 36.2016, p. 30-48
|
Subject: | Tail risk spillover | Conditional coexceedance | Cash holdings | Financial constraints | Financial crisis | Cash-Management | Cash management | Finanzkrise | Betriebliche Liquidität | Corporate liquidity | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Schätzung | Estimation | Risikomanagement | Risk management |
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