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Effects of debt collection practices on loss given default

Han, Chulwoo; Jang, Youngmin - In: Journal of Banking & Finance 37 (2013) 1, pp. 21-31

In this article, we propose an LGD model that is solely based on legal and internal debt collection actions. Our model is supported by empirical tests in which it performs better than a usual firm specific model. This result is noteworthy when we recall that the model has only binary variables...

Persistent link: https://www.econbiz.de/10010591923

Uncanny partnership in global imbalances : China's continual accumulation of US treasuries

Zhang, Zhichao; Chau, Frankie; Shi, Nan - 2010

Persistent link: https://www.econbiz.de/10008855914

The impact of universal stock futures on feedback trading and volatility dynamics

Chau, Frankie; Holmes, Philip; Paudyal, Krishina - In: Journal of business finance & accounting : JBFA 35 (2008) 1/2, pp. 227-249

Persistent link: https://www.econbiz.de/10003694556

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

Investor sentiment and feedback trading : evidence from the exchange-traded fund markets

Chau, Frankie; Deesomsak, Rataporn; Lau, Chi Keung - In: International review of financial analysis 20 (2011) 5, pp. 292-305

Persistent link: https://www.econbiz.de/10009492105

Premiums, discounts and feedback trading : evidence from emerging markets' ETFs

Charteris, Ailie; Chau, Frankie; Gavriilidis, Konstantinos - In: International review of financial analysis 35 (2014), pp. 80-89

Persistent link: https://www.econbiz.de/10010529624

Does linkage fuel the fire? : the transmission of financial stress across the markets

Chau, Frankie; Deesomsak, Rataporn - In: International review of financial analysis 36 (2014), pp. 57-70

Persistent link: https://www.econbiz.de/10010530220

International Financial Reporting Standards and noise trading : evidence from central and eastern European countries

Chau, Frankie; Dosmukhambetova, Galiya B.; … - In: Journal of applied accounting research 14 (2013) 1, pp. 37-53

Persistent link: https://www.econbiz.de/10009770323

Accumulation of large foreign reserves in China : a behavioural perspective

Zhang, Zhichao; Chau, Frankie; Xie, Li - In: Economic change and restructuring : empirical and … 46 (2013) 1, pp. 85-108

Persistent link: https://www.econbiz.de/10009728603

Exchange rate determination and dynamics in China : a market microstructure analysis

Zhang, Zhichao; Chau, Frankie; Zhang, Wenting - In: International review of financial analysis 29 (2013), pp. 303-316

Persistent link: https://www.econbiz.de/10010244927