Search Results - "Shen, Peilong"

Financial contagion in inter-bank networks with overlapping portfolios by Shen, Peilong, Li, Zhinan

“…By considering overlapping portfolios among financial institutions, we construct a financial contagion model for inter-bank networks with two channels of…”
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The Influence of Information Diffusion on Interbank Risk Contagion by Li, Zhinan, Shen, Peilong, Liu, Xiaoyuan

“…In this paper, the stylized features of incomplete and asymmetric information in the interbank market leading to banks’ precautionary behaviors are introduced…”
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International stock markets Integration and dynamics of volatility spillover between the USA and South Asian markets: evidence from Global financial crisis by Habiba, Umm E, Peilong, Shen, Zhang, Wenlong, Hamid, Kashif

“…Purpose The purpose of this paper is to investigate the cointegration and volatility spillover dynamics between the USA and South Asian stock markets, namely,…”
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Portfolio Optimization with Asset-Liability Ratio Regulation Constraints by Sheng, De-Lei, Shen, Peilong

“…This paper considers both a top regulation bound and a bottom regulation bound imposed on the asset-liability ratio at the regulatory time T to reduce risks of…”
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Stock Returns and Asymmetric Volatility Spillover Dynamics Between Asian Emerging Markets by Habiba, Umm E, Peilong, Shen, Hamid, Kashif, Shahzad, Farrukh

“…This study investigates the dynamics of volatility spillover among Asian emerging stock markets over the period from 1 January 2002 to 29 December 2017. This…”
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Minimum probability function of crossing the upper regulatory threshold for asset-liability management by Sheng, De-Lei, Li, Danping, Shen, Peilong

“…In this paper, a stochastic model of asset-liability multiple is considered. To avoid the unbearable investment risk of asset price collapse, an upper…”
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On the existence and uniqueness theorems of solutions for a class of the systems of mixed monotone operator equations with application by Peilong, Shen

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