Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Runzu Wang"'
Publikováno v:
European Journal of Operational Research. 290:263-277
We construct a balance sheet based network model to study the interconnectedness of US banking system. After a simulation analysis of the buffer effect of contingent convertible (CoCo) debt in controlling contagion in the banking network under a theo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::079f59286403af90f923c0c97ee19eea
https://doi.org/10.1016/j.ejor.2020.07.062
https://doi.org/10.1016/j.ejor.2020.07.062
Publikováno v:
Review of Financial Economics. 39:500-521
Using a sample of 814 transcripts from 2011 to 2018, we examine information within merger and acquisition conference calls. Textual analysis reveals significant differences between the content of M&A call transcripts and both contemporaneous corporat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47bc1ff8119bb5dd31ca59381449697a
https://doi.org/10.1002/rfe.1126
https://doi.org/10.1002/rfe.1126
Publikováno v:
SSRN Electronic Journal.
Using a sample of 814 transcripts from 2011 to 2018, we examine information within merger and acquisition conference calls. Textual analysis reveals significant differences between the content of M&A call transcripts and both contemporaneous corporat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72028512504a8b5be51f150db5421651
https://doi.org/10.2139/ssrn.3292343
https://doi.org/10.2139/ssrn.3292343
Autor:
Runzu Wang, Aparna Gupta
Publikováno v:
SSRN Electronic Journal.
We introduce a minimum spanning tree framework to describe the risk dependencies and interactions of both total and idiosyncratic risk in the energy sector. We apply the framework to equity and CDS spread data of 51 domestic and 116 international ene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5ce60beb35e1a7b8deb745e5adf8a54
https://doi.org/10.2139/ssrn.2902829
https://doi.org/10.2139/ssrn.2902829