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Influence of ESG on corporate debt default risk : an analysis of the dual risk scenarios

Shang, Yuping; Xiao, Zisheng; Nasim, Asma; Zhao, Xin - In: Journal of international money and finance 151 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015185123

Reconsidering corporate ratings

Hassani, Bertrand; Zhao, Xin - In: Economic notes : economic review of Banca Monte dei … 44 (2015) 2, pp. 177-209

Persistent link: https://www.econbiz.de/10011401053

Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions Investment Decisions

Guegan, Dominique; Hassani, Bertrand; Zhao, Xin - HAL - 2013

Assets, debts and other financial products issued by emerging countries are usually considered more speculative than those issued by developed economies. Therefore, relying on traditional rating agencies to invest in these countries is problematic as the information used to assess the economic...

Persistent link: https://www.econbiz.de/10011026098

Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institution Investment Decisions.

Guegan, Dominique; Hassani, Bertrand K.; Zhao, Xin - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

Persistent link: https://www.econbiz.de/10010640973

Using the Bayesian sampling method to estimate corporate loss given default distribution

Zhang, Xiaofei; Zhao, Xinlei - In: Journal of empirical finance 79 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015179516

Comparison of modeling methods for Loss Given Default

Qi, Min; Zhao, Xinlei - In: Journal of banking & finance 35 (2011) 11, pp. 2842-2855

Persistent link: https://www.econbiz.de/10009373147

Correlation in credit risk changes

Pu, Xiaoling; Zhao, Xinlei - In: Journal of banking & finance 36 (2012) 4, pp. 1093-1106

Persistent link: https://www.econbiz.de/10009557821

Unobserved systematic risk factor and default prediction

Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227

Persistent link: https://www.econbiz.de/10010508040

Debt structure, market value of firm and recovery rate

Qi, Min; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 9 (2013) 1, pp. 3-37

Persistent link: https://www.econbiz.de/10009737308

What moves the correlation between the equity and credit default swap markets?

Liu, Zilong; Pu, Xiaoling; Zhao, Xinlei - In: The journal of fixed income 25 (2015) 2, pp. 72-87

Persistent link: https://www.econbiz.de/10011399890