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Xisong Jin

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Personal Details

First Name:Xisong
Middle Name:
Last Name:Jin
RePEc Short-ID:pji149
Postal Address:
Location: Luxembourg, Luxembourg
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)
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  1. Peter Christoffersen & Vihang R. Errunza & Kris Jacobs & Xisong Jin, 2013. "Correlation Dynamics and International Diversification Benefits," CREATES Research Papers 2013-49, School of Economics and Management, University of Aarhus.
  2. Peter Christoffersen & Kris Jacobs & Xisong Jin & Hugues Langlois, 2013. "Dynamic Diversification in Corporate Credit," CREATES Research Papers 2013-46, School of Economics and Management, University of Aarhus.
  3. Xisong Jin & Francisco Nadal De Simone, 2013. "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers 82, Central Bank of Luxembourg.
  4. Xisong Jin & Francisco Nadal De Simone, 2012. "An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal," BCL working papers 75, Central Bank of Luxembourg.
  5. Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian C, 2012. "Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency," CEPR Discussion Papers 9229, C.E.P.R. Discussion Papers.
  6. Thorsten Lehnert & Xisong Jin, 2011. "Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas," LSF Research Working Paper Series 11-10, Luxembourg School of Finance, University of Luxembourg.
  7. Thorsten Lehnert & Xisong Jin & Francisco Nadal de Simone, 2011. "Does the GARCH Structural Credit Risk Model Make a Difference?," LSF Research Working Paper Series 11-6, Luxembourg School of Finance, University of Luxembourg.
  8. Xisong Jin & Francisco Nadal de Simone, 2011. "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers 65, Central Bank of Luxembourg.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2011-11-07 2012-09-09 2013-03-30 2013-12-29. Author is listed
  2. NEP-CBA: Central Banking (4) 2011-11-07 2012-09-09 2013-03-30 2013-12-15. Author is listed
  3. NEP-CFN: Corporate Finance (2) 2013-12-29 2013-12-29. Author is listed
  4. NEP-ECM: Econometrics (1) 2012-09-09
  5. NEP-EEC: European Economics (1) 2012-12-22
  6. NEP-FMK: Financial Markets (1) 2013-12-29
  7. NEP-FOR: Forecasting (2) 2012-09-09 2013-12-29. Author is listed
  8. NEP-MON: Monetary Economics (2) 2012-12-22 2013-12-15. Author is listed
  9. NEP-OPM: Open Economy Macroeconomics (1) 2012-12-22
  10. NEP-RMG: Risk Management (5) 2011-11-07 2012-09-09 2012-12-22 2013-03-30 2013-12-15. Author is listed

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