Xiangjin Shen

Personal Details

First Name:	Xiangjin
Middle Name:
Last Name:	Shen
Suffix:
RePEc Short-ID:	psh629
	[This author has chosen not to make the email address public]

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay, 2022. "Assessing Climate-Related Financial Risk: Guide to Implementation of Methods," Technical Reports 120, Bank of Canada.

   Cited by:

   1. Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva, 2023. "Transmission to a low-carbon economy and its implications for financial stability in Russia," Bank of Russia Working Paper Series wps109, Bank of Russia.
   2. Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023. "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers 2023-32, Bank of Canada.

2. Charles Gaa & Xuezhi Liu & Cameron MacDonald & Xiangjin Shen, 2019. "Assessing the Resilience of the Canadian Banking System," Staff Analytical Notes 2019-16, Bank of Canada.

   Cited by:

   1. Iulian Nicolae VASILOIU, 2019. "Expanding the Eurozone. The stage of economic convergence for Bulgaria, Czech Republic, Croatia, Hungary, Poland and Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(621), W), pages 5-18, Winter.
   2. Grzegorz Halaj & Sofia Priazhkina, 2021. "Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions," Staff Working Papers 21-35, Bank of Canada.

3. Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018. "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes 2018-36, Bank of Canada.

   Cited by:

   1. Hałaj, Grzegorz, 2020. "Resilience of Canadian banks to funding liquidity shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).

4. Elena Goldman & Xiangjin Shen, 2018. "Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement," Staff Working Papers 18-21, Bank of Canada.

   Cited by:

   1. Dávid Zoltán Szabó & Kata Váradi, 2022. "Margin requirements based on a stochastic correlation model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1797-1820, October.
   2. Lorraine Muguto & Paul-Francois Muzindutsi, 2022. "A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets," JRFM, MDPI, vol. 15(2), pages 1-27, February.

5. Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013. "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers 201308, Rutgers University, Department of Economics.

   Cited by:

   1. Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

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-ECM: Econometrics (4) 2011-12-13 2013-07-20 2018-06-18 2022-07-25
2. NEP-BAN: Banking (2) 2019-05-27 2022-01-31
3. NEP-DCM: Discrete Choice Models (2) 2013-07-20 2022-07-25
4. NEP-ETS: Econometric Time Series (2) 2011-12-13 2018-06-18
5. NEP-MAC: Macroeconomics (2) 2019-05-27 2019-05-27
6. NEP-ORE: Operations Research (2) 2011-12-13 2013-07-20
7. NEP-CFN: Corporate Finance (1) 2022-01-31
8. NEP-ENE: Energy Economics (1) 2022-01-31
9. NEP-ENV: Environmental Economics (1) 2022-01-31
10. NEP-FDG: Financial Development and Growth (1) 2022-01-31
11. NEP-FOR: Forecasting (1) 2011-12-13
12. NEP-PPM: Project, Program and Portfolio Management (1) 2022-01-31

Corrections

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