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Synthetic CDO pricing : the perspective of risk integration

Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587

Persistent link: https://www.econbiz.de/10010512015

What are the benefits of attracting gambling investors? : evidence from stock splits in China

Hu, Conghui; Lin, Ji-chai; Liu, Yu-jane - In: The journal of corporate finance : contracting, … 74 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013366497

Corporate social responsibility and firm-level systematic risk : the moderating effect of economic policy uncertainty

Wang, Zhixiao; Kong, Dongmin; Liu, Shasha - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543904

Synthetic CDO Pricing : The Perspective of Risk Integration

Hu, Conghui - 2015

The underlying asset pool of collateral debt obligations (CDOs) simultaneously encompasses credit risk and market risk. However, the standard CDO pricing model not only underestimates the risk to the asset pool due to a poor description of the correlation structure among obligors but is also...

Persistent link: https://www.econbiz.de/10013013661

The impact of uncertainty on tourists' controllability, mood state and the persuasiveness of message framing in the pandemic era

Liu, Shasha; Mair, Judith - In: Tourism management : research, policies, practice 94 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10013440020