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The demand for vice : inter-commodity interactions with uncertainty

Clements, Kenneth W.; Lan, Yihui; Zhao, Xueyan - 2006

Persistent link: https://www.econbiz.de/10003398506

The demand for marijuana, tobacco and alcohol : inter-commodity interactions with uncertainty

Clements, Kenneth W.; Lan, Yihui; Zhao, Xueyan - In: Empirical economics : a journal of the Institute for … 39 (2010) 1, pp. 203-239

Persistent link: https://www.econbiz.de/10003992903

Credit rating downgrades and stock price crash risk : international evidence

Thu Ha Nguyen; Lan, Yihui; Sirimon Treepongkaruna; … - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473516

Credit Rating Downgrades and Stock Price Crash Risk : An International Study

Nguyen, Ha; Lan, Yihui; Treepongkaruna, Sirimon; Zhong, Rui - 2023

We document a significant decline in the likelihood of firm-specific stock price crashes after the announcement of credit rating downgrades in 69 countries. This finding supports the argument that credit rating agencies (CRAs) contribute to the disseminating of negative information in the equity...

Persistent link: https://www.econbiz.de/10014356047

Unobserved systematic risk factor and default prediction

Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227

Persistent link: https://www.econbiz.de/10010508040

Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model

Geng, Wenjing; Zhao, Xin; Zhou, Xiaoxiao - In: Applied economics 55 (2023) 36, pp. 4194-4203

Persistent link: https://www.econbiz.de/10014299610

Risk-averse joint facility location-inventory optimisation for green closed-loop supply chain network design under demand uncertainty

Xu, Ying; Zhao, Xiao; Dong, Pengcheng; Yu, Guodong - In: European journal of industrial engineering : EJIE 17 (2023) 2, pp. 192-219

Persistent link: https://www.econbiz.de/10014230368

Export volatility with trade policy uncertainty : evidence from China

Zhao, Xiaotao; Chen, Xiaoping - 2019

Persistent link: https://www.econbiz.de/10012384459

The impact of extreme events on energy price risk

Wen, Jun; Zhao, Xinxin; Chang, Chun Ping - In: Energy economics 99 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012939412

Influence of ESG on corporate debt default risk : an analysis of the dual risk scenarios

Shang, Yuping; Xiao, Zisheng; Nasim, Asma; Zhao, Xin - In: Journal of international money and finance 151 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015185123