Hsin-Feng Yang

Independent

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Systemic Risk in Carry-Trade Portfolios

Finance Research Letters, Forthcoming
Posted: 12 Sep 2016
Chih-Liang Liu and Hsin-Feng Yang
National Yunlin University of Science and Technology - Department of Finance and Independent

Abstract:

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Carry Trade; Systemic Contagion; CoVaR Model; Financial Crisis

2.

Interest Rate Risk Propagation: Evidence from the Credit Crunch

North American Journal of Economics and Finance, Vol. 28, p. 242-264, 2014
Posted: 12 Sep 2016
Hsin-Feng Yang, Chih-Liang Liu and Ray Y. Chou
Independent, National Yunlin University of Science and Technology - Department of Finance and Academia Sinica

Abstract:

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Risk Contagion; CoVaR; Liquidity Risk; Credit Risk; Financial Crisis