Access Statistics for Xisong Jin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal 1 1 1 77 1 4 9 279
Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach 0 2 4 91 1 5 52 263
Correlation Dynamics and International Diversification Benefits 0 0 6 85 0 2 14 122
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 2 29 0 4 19 89
Dynamic Diversification in Corporate Credit 0 2 4 43 0 4 16 87
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 48 2 7 13 72
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 0 0 137 1 2 10 234
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 2 9 79 0 4 37 202
Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools 1 2 5 82 2 8 24 265
Total Working Papers 2 9 31 671 7 40 194 1,613


Statistics updated 2020-09-04