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Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi; Chang, Chuen-Ping - In: International review of economics & finance : IREF 38 (2015), pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
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The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
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Predicting stock market returns using aggregate credit risk
Li, Tangrong; Sun, Xuchu - In: International review of economics & finance : IREF 88 (2023), pp. 1087-1103
Persistent link: https://www.econbiz.de/10014475096
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Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai; Hong, Zhiwu; Su, Ge - In: International review of economics & finance : IREF 91 (2024), pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
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On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
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Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng; Lee, Shih-Cheng; Chen, Jiun-Lin - In: International review of economics & finance : IREF 79 (2022), pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
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Default risk and stock returns : from a perspective of measurement errors
Yang, Xiaolou; Hu, Yingyao - In: International review of economics & finance : IREF 92 (2024), pp. 1545-1561
Persistent link: https://www.econbiz.de/10014535119
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Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun; Zhang, Chunhong - In: International review of economics & finance : IREF 37 (2015), pp. 254-273
Persistent link: https://www.econbiz.de/10011542095
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study
Kao, Lie-jane; Wu, Po-cheng; Lee, Cheng F. - In: International review of economics & finance : IREF 21 (2012) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10009428082