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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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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
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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
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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
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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
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Expected default based score for identifying systemically important banks
Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
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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
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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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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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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