Yajun Xiao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Wealth management products, banking competition, and stability: evidence from China Journal of Economic Dynamics and Control	2022-05-16	Paper
Shadow banks, leverage risks, and asset prices Journal of Economic Dynamics and Control	2020-01-31	Paper
Rollover risk and credit risk under time-varying margin Quantitative Finance	2018-11-19	Paper
A multiperiod bank run model for liquidity risk Review of Finance	2018-11-08	Paper
Collateralized Borrowing and Default Risk Springer Proceedings in Mathematics & Statistics	2017-07-31	Paper
Malliavin differentiability of a class of Feller-diffusions with relevance in finance	2013-06-12	Paper
Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model Advances in Applied Probability	2011-05-03	Paper
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS International Journal of Theoretical and Applied Finance	2009-08-03	Paper
scientific article; zbMATH DE number 5309885 (Why is no real title available?)	2008-08-12	Paper

Research outcomes over time

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