Weiyu Huang

Shanghai University of Finance and Economics

NO. 777 Guoding Road

Shanghai, 200433

China

SCHOLARLY PAPERS

1

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8

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0

Scholarly Papers (1)

1.

Extreme Risk Spillovers between Convertible Bonds and Underlying Stocks

Number of pages: 30 Posted: 25 Apr 2025
Weiyu Huang, Qingfeng Zeng and rui jiang
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 8 (1,281,515)

Abstract:

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Convertible bond, Risk spillover, Tail risk, Frequency decomposition