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Optimizing systemic risk through credit network reconstruction

Wang, Chao; Jing, Ma; Liu, Xiaoxing - In: Emerging markets review 57 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478622

Optimal reinsurance with regulatory initial capital and default risk

Cai, Jun; Lemieux, Christiane; Liu, Fangda - In: Insurance / Mathematics & economics 57 (2014), pp. 13-24

Persistent link: https://www.econbiz.de/10010402747

Bank monitoring and the maturity structure of Japanese corporate debt issues

Cai, Jun; Cheung, Stephen Y. L.; Goyal, Vidhan Krishan - In: Pacific-Basin finance journal 7 (1999) 3/4, pp. 229-250

Persistent link: https://www.econbiz.de/10001450147

Bank stocks, risk factors, and tail behavior

Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229

Persistent link: https://www.econbiz.de/10013259284

Corporate bond spreads and understated pension liabilities

Yang, Huan; Cai, Jun - In: China finance review international 12 (2022) 1, pp. 121-160

Persistent link: https://www.econbiz.de/10012880147

Bank tail risk in China

Yang, Huan; Cai, Jun; Huang, Lin - In: International studies of economics 19 (2024) 2, pp. 186-222

In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure univariate and multivariate conditional tail risk probabilities. The evidence indicates that tail events from risk factors in the banking, security trading, real estate, and...

Persistent link: https://www.econbiz.de/10015063904