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Chen, Ren-Raw - In: The journal of fixed income 21 (2012) 3, pp. 59-73

Persistent link: https://www.econbiz.de/10009532098

Stock liquidity risk and cash preservation

Yeh, Shih-kuo; Yang, Wan-Ru; Chen, Ren-Raw; Yeh, Chung-Ying - In: Review of Pacific Basin financial markets and policies … 25 (2022) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10014233865

Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis

Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139

Persistent link: https://www.econbiz.de/10010466618

Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market

Yeh, Chung-Ying; Yeh, Shih-kuo; Chen, Ren-Raw - In: Pacific-Basin finance journal 29 (2014), pp. 297-309

Persistent link: https://www.econbiz.de/10010495706

A closed-form solution to the liquidity discount problem : with an application to the liquidity crisis

Chen, Ren-Raw; Li, Bo - In: The journal of fixed income 25 (2015) 2, pp. 7-24

Persistent link: https://www.econbiz.de/10011399841

A liquidity index

Chen, Ren-Raw; He, Wei; Lin, Wenling - In: The journal of fixed income 25 (2016) 4, pp. 5-19

Persistent link: https://www.econbiz.de/10011660731

From liquidity risk to systemic risk : a use of knowledge graph

Chen, Ren-Raw; Zhang, Xiaohu - In: Journal of financial stability 70 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014490460

Liquidity, Leverage, and Lehman : A Structural Analysis of Financial Institutions in Crisis

Chen, Ren-Raw - 2015

The failure of Lehman Brothers highlighted the severe lapses in risk management and regulatory oversight that brought on and intensified the global financial crisis. This paper presents a structural credit risk model that provides useful early warning signals that regulators could have used to...

Persistent link: https://www.econbiz.de/10013035485

Liquidity effects in corporate bond spreads

Helwege, Jean; Huang, Jing-Zhi; Wang, Yuan - In: Journal of banking & finance 45 (2014), pp. 105-116

Persistent link: https://www.econbiz.de/10010466623

The information content of Basel III liquidity risk measures

Hong, Han; Huang, Jing-Zhi; Wu, Deming - In: Journal of financial stability 15 (2014), pp. 91-111

Persistent link: https://www.econbiz.de/10011306476