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  • Search: person:"Yang, Jiarui"
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Year of publication
Subject
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Correlation 1 Credit risk 1 Derivat 1 Derivative 1 Interest rate 1 Interest rate derivative 1 Korrelation 1 Kreditrisiko 1 OTC market 1 OTC-Handel 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Zins 1 Zinsderivat 1 correlation 1 counterparty risk 1 derivatives 1 hazard rate 1 over-the-counter (OTC) 1 stochastic interest rate volatility 1
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Online availability
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Yang, Jiarui 2 Gao, Weiwei 1 Harris, Geoffrey R. 1 Huang, Zhen 1 Wu, Tao L. 1
Published in...
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics 1 The journal of credit risk : published quarterly by Incisive Media 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Does feedback effect exist in firms' investment decisions? : from the perspective of equity liquidity
Gao, Weiwei; Yang, Jiarui; Huang, Zhen - In: Managerial and decision economics : MDE ; the … 43 (2022) 6, pp. 2225-2236
Persistent link: https://www.econbiz.de/10013466608
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Cover Image
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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