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Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei; Wu, Chongfeng; Zhou, Chunyang - In: Applied economics letters 20 (2013) 16/18, pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
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Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei; Wu, Chongfeng; Zhou, Chunyang - In: Applied economics letters 20 (2013) 16, pp. 1449-1452
Persistent link: https://www.econbiz.de/10010170767
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Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei; Zhou, Chunyang - In: Applied economics letters 20 (2013) 1/3, pp. 250-254
Persistent link: https://www.econbiz.de/10009702945
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Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei; Zhou, Chunyang - In: Applied Economics Letters 20 (2013) 3, pp. 250-254
This article investigates how the jump in the exchange rate and risky asset can affect the central bank's foreign management. We find that the jump in the exchange rate has a positive impact on the need for the risky asset, whereas the jump in the risky asset has a negative impact. However, the...
Persistent link: https://www.econbiz.de/10010624302
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An exact algorithm for the type-constrained and variable sized bin packing problem
Zhou, Chunyang; Wu, Chongfeng; Feng, Yun - 2009
Persistent link: https://www.econbiz.de/10003934277
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An optimal insurance strategy for an individual under an intertemporal equilibrium
Zhou, Chunyang; Wu, Chongfeng; Zhang, Shengping; Huang, … - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 255-260
Persistent link: https://www.econbiz.de/10003682224
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Optimal insurance under the insurer's VaR constraint
Zhou, Chunyang; Wu, Chongfeng - In: The Geneva risk and insurance review 34 (2009) 2, pp. 140-154
Persistent link: https://www.econbiz.de/10003943465
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Optimal insurance in the presence of insurer's loss limit
Zhou, Chunyang; Wu, Wenfeng; Wu, Chongfeng - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 300-307
Persistent link: https://www.econbiz.de/10003966590
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Political connections, tax benefits and firm performance : evidence from China
Wu, Wenfeng; Wu, Chongfeng; Zhou, Chunyang; Wu, Jun - In: Journal of accounting and public policy 31 (2012) 3, pp. 277-300
Persistent link: https://www.econbiz.de/10009559155
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The role of heterogeneous expectations in foreward exchange market
Li, Xiaoping; Zhou, Chunyang; Wu, Chongfeng - In: Applied economics letters 20 (2013) 4/6, pp. 471-475
Persistent link: https://www.econbiz.de/10009709370