Tengdong Liu

Drexel University - Bennett S. LeBow College of Business

101 N. 33rd St.

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

3

DOWNLOADS

733

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Number of pages: 42 Posted: 29 May 2011
Montpellier Business School, Drexel University - Bennett S. LeBow College of Business, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 449 (68,204)

Abstract:

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2.

The Dynamics of BRICS's Country Risk Ratings and Stock Markets, U.S. Stock Market and Oil Price

Number of pages: 40 Posted: 25 Jul 2011
Montpellier Business School, Middle East Technical University (METU), Drexel University - Bennett S. LeBow College of Business and TR Prime Ministry State Planning Organization
Downloads 234 (140,073)
Citation 3

Abstract:

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risk, economic risk, political risk, risk ratings, stock market, ARDL

3.

Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?

Number of pages: 47 Posted: 08 Sep 2011
Montpellier Business School, UNSW Business School, Risk and Actuarial Studies and Drexel University - Bennett S. LeBow College of Business
Downloads 50 (413,772)
Citation 2

Abstract:

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CDS, Risk Premium, Great Recession, Quantitative Easing