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12月13日,魏旭(中央财经大学)
发布时间:2018-12-10   发布人:zs   点击数:547

报告人:魏旭,中央财经大学

时间:12月13日(周四)下午3:00-4:30

地点:博学楼1222教室

Title: Spillover effects between liquidity risks

Abstract: This paper investigates the interactions between two kinds of liquidity risks: the firm’s internal liquidity risk (rollover risk) and the bond market liquidity risk. We find that there are spillover effects between them, i.e., the shock that directly raises one risk can also increase the other. Further, we find that competitiveness among firms can reduce both liquidity risks but strengthen the spillover effects.

个人简介:魏旭博士,现为中央财经大学金融学院副教授。研究领域包括公司金融理论、应用微观理论等。已在Journal of Banking & Finance, Journal of Environmental Economics & Management, Auditing: A Journal of Practice & Theory, 《经济学(季刊)》、《管理科学学报》等国内外期刊发表论文数篇。

 

 

 

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