The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline
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References listed on IDEAS
- Laabs, J.-P. & Schiereck, D., 2010. "The Long-term Success of M&A in the Automotive Supply Industry: Determinants of Capital Market Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 56586, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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KeywordsValue at Risk; merger and acquisition; GARCH;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G3 - Financial Economics - - Corporate Finance and Governance
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-01-10 (All new papers)
- NEP-ORE-2014-01-10 (Operations Research)
- NEP-RMG-2014-01-10 (Risk Management)
- NEP-TRA-2014-01-10 (Transition Economics)
- NEP-TRE-2014-01-10 (Transport Economics)
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