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A novel insurance system for associated loans: the realization of reducing bankruptcy cost

Zhang, Yaojie; Liang, Chao; Jin, Daxiang - In: Management Decision 58 (2020) 1, pp. 146-163

Purpose: The assets of bankrupt firms are usually sold to unsuitable buyers at an extremely discounted price. Aiming to reduce the bankruptcy cost, the purpose of this paper is to propose a novel insurance system for associated loans. Design/methodology/approach: In this insurance system, the...

Persistent link: https://www.econbiz.de/10012078024

The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence

Ma, Feng; Zhang, Yaojie; Wahab, M. I. M.; Lai, Xiaodong - In: Journal of Forecasting 38 (2019) 5, pp. 400-414

Persistent link: https://www.econbiz.de/10012082030

Out‐of‐sample volatility prediction: A new mixed‐frequency approach

Zhang, Yaojie; Ma, Feng; Wang, Tianyi; Liu, Li - In: Journal of Forecasting (2019)

Persistent link: https://www.econbiz.de/10012082051

Interest rate level and stock return predictability

Yi, Yongsheng; Ma, Feng; Huang, Dengshi; Zhang, Yaojie - In: Review of Financial Economics (2019)

Persistent link: https://www.econbiz.de/10012084604

Forecasting the oil price realized volatility : A multivariate heterogeneous autoregressive model

Tang, Yusui; Ma, Feng; Zhang, Yaojie; Wei, Yu - In: International Journal of Finance & Economics 27 (2020) 4, pp. 4770-4783

Persistent link: https://www.econbiz.de/10012407207