Tianyi Wang

University of International Business and Economics (UIBE) - School of Banking and Finance

No.10, Huixindong Street

Chaoyang District

Beijing, 100029

China

  • University of International Business and Economics (UIBE) - School of Banking and Finance

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Effects of Economic Uncertainty on Financial Volatility: A Comprehensive Investigation

Number of pages: 31 Posted: 15 May 2018 Last Revised: 12 May 2019
Zhuo Huang, Chen Tong, Tianyi Wang and Cong Zhang
National School of Development, Peking University, Peking University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Chicago - Booth School of Business
Downloads 224 (217,662)

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Economic uncertainty, Volatility forecasting, Realized volatility, Uncertainty measures

2.

Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets

Number of pages: 21 Posted: 18 Feb 2021
Zhiyong Cheng, Jun Deng, Tianyi Wang and Mei Yu
University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE)
Downloads 89 (451,388)

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Bitcoin futures; Liquidation; Margin; Leverage; Generalized extreme value theory