EconPapers    
Economics at your fingertips  
 

Details about Xisong Jin

E-mail:
Workplace:Banque Centrale du Luxembourg (Central Bank of Luxembourg), (more information at EDIRC)

Access statistics for papers by Xisong Jin.

Last updated 2015-09-09. Update your information in the RePEc Author Service.

Short-id: pji149


Jump to Journal Articles

Working Papers

2013

  1. Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach
    BCL working papers, Central Bank of Luxembourg Downloads View citations (4)
  2. Correlation Dynamics and International Diversification Benefits
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
  3. Dynamic Diversification in Corporate Credit
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2012

  1. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
    BCL working papers, Central Bank of Luxembourg Downloads View citations (5)
  2. Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (6)

2011

  1. Does the GARCH Structural Credit Risk Model Make a Difference?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (3)
  2. Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (2)
  3. Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
    BCL working papers, Central Bank of Luxembourg Downloads View citations (7)

Journal Articles

 
Page updated 2020-08-05