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Details about Yang Zhao

E-mail:
Postal address:Adam Smith Building, University of Glasgow, G12 8RT, Scotland, UK
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Yang Zhao.

Last updated 2016-01-21. Update your information in the RePEc Author Service.

Short-id: pzh500

Working Papers

2015

  1. Correlated Defaults of UK Banks: Dynamics and Asymmetries
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
  2. Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (3)

2014

  1. The role of education in equity portfolios during the recent financial crisis
    Working Papers, Business School - Economics, University of Glasgow Downloads

2013

  1. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs
    MPRA Paper, University Library of Munich, Germany Downloads
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