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The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk

Li, Ping - 2020

This paper investigates the impact of Contingent Convertible (CoCo bonds) on systemic risk. Based on the network and liquidity channel, we compare the differences in default contagion and clearing payment between financial systems with and without CoCo bonds. By analyzing the sensitivity of...

Persistent link: https://www.econbiz.de/10012841225

Uncommon knowledge in multiparty auctions

Banks, David; Guo, Yi - In: Decision analysis : a journal of the Institute for … 19 (2022) 3, pp. 220-228

Persistent link: https://www.econbiz.de/10013373252

How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?

Guo, Yaoqi; Deng, Yiwen; Zhang, Hongwei - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014505910

Higher risk exposure in gains brings more risk-taking in losses : an experimental study

Dong, Zhiqiang; Guo, Yuchen; Zhao, Jun - In: Applied economics letters 31 (2024) 13, pp. 1212-1219

Persistent link: https://www.econbiz.de/10014558799

How people respond to risk after being exposed to the risk of loss : an experimental study

Dong, Zhiqiang; Guo, Yuchen; Zhao, Jun - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013398079

Does extended auditor disclosure deter managerial bad-news hoarding? : evidence from crash risk

Li, Donghui; Xing, Lu; Zhao, Yang - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013494265

Active allocation of systematic risk and control of risk sensitivity in portfolio optimization

Li, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan - In: European journal of operational research : EJOR 228 (2013) 3, pp. 556-570

Persistent link: https://www.econbiz.de/10009758081

A robust set-valued scenario approach for handling modeling risk in portfolio optimization

Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10011480704

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656

Persistent link: https://www.econbiz.de/10011436797

Firm crash risk, information environment, and speed of leverage adjustment

An, Zhe; Li, Donghui; Vismara, Silvio - In: The journal of corporate finance : contracting, … 31 (2015), pp. 132-151

Persistent link: https://www.econbiz.de/10011289999