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A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk

Lu, Ling; Xu, Wei - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10011931521

Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree

Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053

Persistent link: https://www.econbiz.de/10012313551

Evaluating credit valuation adjustment with wrong-way risk for Bermudan options

Dong, Bing; Xu, Wei; Wang, Guangguang - In: The journal of computational finance : JFC 27 (2023) 3, pp. 115-155

Persistent link: https://www.econbiz.de/10014487048

Joint liability loans in online peer-to-peer lending

Zhou, Yimin; Wei, Xu - In: Finance research letters 32 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012430658

Bond liquidity, debt maturity and bond risk premium

Zhou, Yimin; Wei, Xu - In: Finance research letters 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472667

Asset quality, financing structure, and bank regulations

Gong, Yaxian; Wei, Xu - In: International review of economics & finance : IREF 80 (2022), pp. 1061-1075

Persistent link: https://www.econbiz.de/10013342841

Spillover effects between liquidity risks through endogenous debt maturity

Wei, Xu; Xiao, Xiao; Zhou, Yi; Zhou, Yimin - In: Journal of financial markets 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014466260

Does Numerical Information Matter for Predicting Default Rates? --- Evidence from a P2P Lending Platform

Ma, Long; Peng, Yuchao; Wei, Xu - 2022

Using 2012 to 2014 data from the Lending Club, this paper investigates the impact of numerical information in descriptive texts on the ex post default rate in online P2P lending. We find that that borrowers providing numerical information with higher density are less likely to default. However,...

Persistent link: https://www.econbiz.de/10013404228