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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

Change point detection for subprime crisis in American banking : from the perspective of risk dependence

Zhu, Xiaoqian; Xie, Yongjia; Li, Jianping; Wu, Dengsheng - In: International review of economics & finance : IREF 38 (2015), pp. 18-28

Persistent link: https://www.econbiz.de/10011572332

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

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

How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries

Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012438125

Forecasting sovereign CDS spreads with a regime-switching combination method

Li, Jianping; Feng, Qianqian; Hao, Jun; Sun, Xiaolei - In: Journal of forecasting 43 (2024) 8, pp. 3089-3103

Persistent link: https://www.econbiz.de/10015110602

Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management

Chen, Rongda; Liu, Yang; Wang, Weijin; Tang, Ling - In: Intelligent knowledge management in operations research, (pp. 3-15). 2015

Persistent link: https://www.econbiz.de/10011489016

Social credit : a comprehensive literature review

Yu, Lean; Li, Xinxie; Tang, Ling; Zhang, Zongyi; Kou, Gang - In: Financial innovation : FIN 1 (2015) 6, pp. 1-18

To avoid credit fraud, social credit within an economic system has become an increasingly important criterion for the evaluation of economic agent activity and guaranteeing the development of a market economy with minimal supervision costs. This paper provides a comprehensive review of the...

Persistent link: https://www.econbiz.de/10011296336

Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict

Shen, Yiran; Feng, Qianqian; Sun, Xiaolei - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015133591

A two-stage general approach to aggregate multiple bank risks

Zhu, Xiaoqian; Wei, Lu; Li, Jianping - In: Finance research letters 40 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012819276