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A general framework for constructing bank risk data sets
Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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Financial statements based bank risk aggregation
Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694
Persistent link: https://www.econbiz.de/10011979270
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Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures
Wei, Lu; Li, Guowen; Zhu, Xiaoqian; Sun, Xiaolei; Li, … - In: Energy economics 80 (2019), pp. 452-460
Persistent link: https://www.econbiz.de/10012173659
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Bank risk aggregation with forward-looking textual risk disclosures
Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012203124
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Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
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On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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Extreme risk spillovers among traditional financial and FinTech institutions : a complex network perspective
Wen, Shigang; Li, Jianping; Huang, Chuangxia; Zhu, Xiaoqian - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 190-202
Persistent link: https://www.econbiz.de/10014428035
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Risk spillovers between FinTech and traditional financial institutions : evidence from the U.S.
Li, Jianping; Li, Jingyu; Zhu, Xiaoqian; Yao, Yinhong; … - In: International review of financial analysis 71 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012437020
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Risk dependence between energy corporations : a text-based measurement approach
Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46
Persistent link: https://www.econbiz.de/10012486292