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Xisong Jin

This is information that was supplied by Xisong Jin in registering through RePEc. If you are Xisong Jin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name:Xisong
Middle Name:
Last Name:Jin
Suffix:
RePEc Short-ID:pji149
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  1. Xisong Jin & Francisco Nadal De Simone, 2013. "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers 82, Central Bank of Luxembourg.
  2. Peter Christoffersen & Kris Jacobs & Xisong Jin & Hugues Langlois, 2013. "Dynamic Diversification in Corporate Credit," CREATES Research Papers 2013-46, Department of Economics and Business Economics, Aarhus University.
  3. Peter Christoffersen & Vihang R. Errunza & Kris Jacobs & Xisong Jin, 2013. "Correlation Dynamics and International Diversification Benefits," CREATES Research Papers 2013-49, Department of Economics and Business Economics, Aarhus University.
  4. 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.
  5. 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.
  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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2011-11-07 2012-09-09 2012-12-22 2013-03-30 2013-12-15. Author is listed
  2. NEP-BAN: Banking (4) 2011-11-07 2012-09-09 2013-03-30 2013-12-29. Author is listed
  3. NEP-CBA: Central Banking (4) 2011-11-07 2012-09-09 2013-03-30 2013-12-15. Author is listed
  4. NEP-CFN: Corporate Finance (2) 2013-12-29 2013-12-29. Author is listed
  5. NEP-FOR: Forecasting (2) 2012-09-09 2013-12-29. Author is listed
  6. NEP-MON: Monetary Economics (2) 2012-12-22 2013-12-15. Author is listed
  7. NEP-ECM: Econometrics (1) 2012-09-09
  8. NEP-EEC: European Economics (1) 2012-12-22
  9. NEP-FMK: Financial Markets (1) 2013-12-29
  10. NEP-OPM: Open Economy Macroeconomics (1) 2012-12-22

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