Chih-Wei Wang

National Central University - Department of Finance

No. 300, Jung-da Rd.

Jung-Li

Taoyuan

Taiwan

  • National Central University - Department of Finance

SCHOLARLY PAPERS

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Scholarly Papers (10)

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1.

Legal Protection of Brand Names and Creditworthiness: Evidence from the 1996 Federal Trademark Dilution Act

Number of pages: 65 Posted: 11 Jul 2019 Last Revised: 07 Feb 2022
Wan-Chien Chiu, Po-Hsuan Hsu and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, National Tsing Hua University - Department of Quantitative Finance and National Central University - Department of Finance
Downloads 361 (152,894)
Citation 2

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intellectual property; creditworthiness; trademark; brand names; bank loans; collateral; debt financing

2.

Financial Crises, Debt Financing, and Default Risk

Number of pages: 52 Posted: 14 Feb 2015 Last Revised: 19 Jul 2015
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 226 (247,342)
Citation 3

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Bank dependence; Debt financing; Default risk; Substitution effect; Supply shock

3.

The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing

Downloads 177 (308,905)
Citation 4

The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing

Number of pages: 42 Posted: 10 Feb 2015
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 106 (466,352)
Citation 1

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Rollover Risk, Default Risk, Credit Risk, Bank-Dependent Firms, Publicly Traded Debt-Dependent Firms

The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing

Number of pages: 41 Posted: 15 May 2014 Last Revised: 28 Jul 2015
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 71 (602,710)
Citation 1

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Rollover Risk, Default Risk, Credit Risk, Bank Borrowing Dependence

4.

Financial Crises, Financing Sources, and Default Risks

Downloads 171 (318,453)
Citation 2

Financial Crises, Financing Sources, and Default Risks

Number of pages: 45 Posted: 23 Oct 2014
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 91 (517,887)
Citation 1

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Bank Supply Shock, Credit Supply Shock, Bank Dependence, Public-Debt Market, Distance-to-Default, Substitution Effect

Financial Crises, Financing Sources, and Default Risks

Number of pages: 40 Posted: 14 Sep 2013 Last Revised: 22 Oct 2014
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 80 (561,889)
Citation 1

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Bank Supply Shock, Credit Supply Shock, Bank Dependence, Public-Debt Market, Distance-to-Default, Substitution Effect

5.

Industry Characteristics and Financial Risk Contagion

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 24 Feb 2013 Last Revised: 01 May 2014
Chih-Wei Wang, Wan-Chien Chiu and Juan Ignacio Peña
National Central University - Department of Finance, Department of Quantitative Finance, National Tsing Hua University and Universidad Carlos III de Madrid
Downloads 166 (326,674)
Citation 3

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volatility spillover, tail risk, conditional coexceedance, debt financing, relative valuation, relative investment

6.

Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects

Forthcoming in European Financial Management
Number of pages: 49 Posted: 29 Apr 2013 Last Revised: 19 Jan 2014
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 154 (348,018)
Citation 2

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systemic risk, tail dependence effects, correlated jumps, common factor

7.

Do Structural Constraints of the Industry Matter for Corporate Failure Prediction?

Investment Analysts Journal, Vol. 78, pp. 65–8
Number of pages: 38 Posted: 10 Jul 2011 Last Revised: 02 Apr 2014
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 137 (382,019)

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Bankruptcy Prediction, Industry Effects, Market and Accounting Variables

8.

Do Corporate Cash Holdings Decrease the Impact of Tail Risk Spillovers from the Financial Sector? Evidence from Europe

Number of pages: 54 Posted: 01 Apr 2014 Last Revised: 22 Dec 2014
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Department of Quantitative Finance, National Tsing Hua University, Universidad Carlos III de Madrid and National Central University - Department of Finance
Downloads 110 (451,337)

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tail risk spillover, conditional coexceedance, cash holdings, European countries, financial constraints

9.

Do Investors Price Industry Risk? Evidence from Commodity Dependent Industries

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 30 Posted: 16 Sep 2011 Last Revised: 23 Dec 2014
Sofia Brito Ramos, Abderrahim Taamouti, Helena Veiga and Chih-Wei Wang
ESSEC Business School, Universidad Carlos III de Madrid, Charles III University of Madrid - Department of Statistics and Econometrics and National Central University - Department of Finance
Downloads 91 (513,302)

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Anomalies; Asset Pricing; Cross Sectional Tests; Growth Options; Oil and Natural Gas Industry; Oil Prices; Time Series Tests

10.

Risk Factors in the Oil Industry: An Upstream and Downstream Analysis

The Interrelationship Between Financial and Energy Markets, Springer Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014. Springer-Verlag Berlin Heidelberg
Posted: 11 Oct 2014
Sofia Brito Ramos, Helena Veiga and Chih-Wei Wang
ESSEC Business School, Charles III University of Madrid - Department of Statistics and Econometrics and National Central University - Department of Finance

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Asymmetric Effects; Oil and Natural Gas Companies; Oil Prices; Oil Volatility