Details about Xiangjin Shen

Access statistics for papers by Xiangjin Shen.

Last updated 2018-05-17. Update your information in the RePEc Author Service.

Short-id: psh629

Working Papers

2022

1. Assessing Climate-Related Financial Risk: Guide to Implementation of Methods
   Technical Reports, Bank of Canada View citations (3)
2. Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models
   Staff Working Papers, Bank of Canada

2019

3. Assessing the Resilience of the Canadian Banking System
   Staff Analytical Notes, Bank of Canada View citations (3)
4. Évaluer la résilience du système bancaire canadien
   Staff Analytical Notes, Bank of Canada

2018

5. Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement
   Staff Working Papers, Bank of Canada View citations (2)
6. Modelling the Macrofinancial Effects of a House Price Correction in Canada
   Staff Analytical Notes, Bank of Canada View citations (1)

2013

7. Comparison of Parametric and Semi-Parametric Binary Response Models
   Departmental Working Papers, Rutgers University, Department of Economics View citations (1)

2011

8. Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models
   Departmental Working Papers, Rutgers University, Department of Economics