Details about Xisong Jin

Access statistics for papers by Xisong Jin.

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

Short-id: pji149

Working Papers

2013

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

2012

4. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
   BCL working papers, Central Bank of Luxembourg View citations (8)
5. 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 View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (5)

2011

6. Does the GARCH Structural Credit Risk Model Make a Difference?
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (4)
7. Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (5)
8. Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
   BCL working papers, Central Bank of Luxembourg View citations (9)