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National development banks and loan contract terms: Evidence from syndicated loans 期刊论文
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 卷号: 130, 页码: 24
Authors:  Gong, Di;  Xu, Jiajun;  Yan, Jianye
Favorite  |  View/Download:45/0  |  Submit date:2023/02/07
National development banks  Syndicated loans  Contract terms  
The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests 期刊论文
SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf
Favorite  |  View/Download:21/0  |  Submit date:2023/02/07
Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain  
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
Authors:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
Favorite  |  View/Download:18/0  |  Submit date:2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
Authors:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
Favorite  |  View/Download:22/0  |  Submit date:2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
Favorite  |  View/Download:63/0  |  Submit date:2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
A Credit Risk Contagion Intensity Model of Supply Chain Enterprises under Different Credit Modes 期刊论文
SUSTAINABILITY, 2022, 卷号: 14, 期号: 20, 页码: 26
Authors:  Wang, Yuhao;  Shen, Jiaxian;  Pan, Jinnan;  Chen, Tingqiang
Favorite  |  View/Download:16/0  |  Submit date:2023/02/07
supply chain finance  trade credit financing  bank credit financing  credit default  contagion intensity  
Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
Favorite  |  View/Download:22/0  |  Submit date:2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
A survey of supply chain operation and finance with Fintech: Research framework and managerial insights 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2022, 卷号: 247, 页码: 9
Authors:  Li, Jian;  He, Zhou;  Wang, Shouyang
Favorite  |  View/Download:66/0  |  Submit date:2022/06/21
Supply chain finance  Fintech  Investment element  Operation capacity  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:88/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
Authors:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:91/0  |  Submit date:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing