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Quantitative easing and volatility spillovers across countries and asset classes
Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
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Unfair "fair value" in illiquid markets : information spillover effects in times of crisis
Dontoh, Alex K.; Elayan, Fayez A.; Ronen, Joshua; … - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5163-5193
Persistent link: https://www.econbiz.de/10012625098
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Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian; Zhou, Yinggang - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose; Chen, Lin; Zhou, Xun Yu - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
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The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri; Ryan, Stephen G.; Vyas, Dushyantkumar - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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The use of credit ratings in the delegated management of fixed income assets
Baghai, Ramin P.; Becker, Bo; Pitschner, Stefan - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 3059-3079
Persistent link: https://www.econbiz.de/10014551059
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Does diversification create value in the presence of external financing constraints? : evidence from the 2007-2009 financial crisis
Kuppuswamy, Venkat; Villalonga, Belén - In: Management science : journal of the Institute for … 62 (2016) 4, pp. 905-923
Persistent link: https://www.econbiz.de/10011460491
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Propagation of financial shocks : the case of venture capital
Townsend, Richard R. - In: Management science : journal of the Institute for … 61 (2015) 11, pp. 2782-2802
Persistent link: https://www.econbiz.de/10011409172
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157