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pro vyhledávání: '"Grace Chuan"'
Autor:
Grace Chuan, 莊蟬甄
85
Jen and kon (1987) used switching regression techniques to estimate fund's performance. They demonstrated that the fund managers wil adjust portfolio risk at market conditions change. The funds' risk level is different because of different ty
Jen and kon (1987) used switching regression techniques to estimate fund's performance. They demonstrated that the fund managers wil adjust portfolio risk at market conditions change. The funds' risk level is different because of different ty
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/71657339668771210480
Autor:
Jin-Wook Chang, Grace Chuan
Publikováno v:
Finance and Economics Discussion Series. :1-75
This paper investigates contagion in financial networks through both debt and collateral markets. We find that the role of collateral is mitigating counterparty exposures and reducing contagion but has a phase transition property. Contagion can chang
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23e4cf5f1dddf0684b97ef358e7ccccb
https://doi.org/10.17016/feds.2023.016
https://doi.org/10.17016/feds.2023.016
Publikováno v:
FEDS Notes.
Structural vulnerabilities associated with open-end funds have received increasing attention among academics and regulators over the past few years. Despite the effort by policymakers to enhance the liquidity risk management practices at these funds,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57c92131ebbeddfeaf9f0c859f1b0bd3
https://doi.org/10.17016/2380-7172.3226
https://doi.org/10.17016/2380-7172.3226