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Zhang, Frank Xiaoling's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
5,560 |
Total
Citations
134 |
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1.
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Bakshi, Gurdip University of Maryland - Robert H. Smith School of Business Madan, Dilip B. University of Maryland - Robert H. Smith School of Business Zhang, Frank Xiaoling Morgan Stanley
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1,391
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12
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2.
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Madan, Dilip B. University of Maryland - Robert H. Smith School of Business Bakshi, Gurdip University of Maryland - Robert H. Smith School of Business Zhang, Frank Xiaoling Morgan Stanley
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1,171
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35
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3.
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Wu, Liuren City University of New York, CUNY Baruch College - Zicklin School of Business Zhang, Frank Xiaoling Morgan Stanley
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21 Mar 05
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Last Revised:
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15 Jun 08
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703
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10
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Credit spreads, term structure, interest rates, macroeconomic factors, financial leverage, volatility, dynamic factor mode, Kalman filter
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4.
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Zhang, Frank Xiaoling Morgan Stanley
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552
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Credit default swap, default risk, risk premium, market expectation, credit derivatives, sovereign debt, Argentina, default probability, term structure
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5.
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Wu, Chunchi Universtity at Buffalo Wang, Junbo City University of HongKong Zhang, Frank Xiaoling Morgan Stanley
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546
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3
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liqudity, default, taxes, yields, maturity, municipal bonds
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Zhang, Frank Xiaoling Morgan Stanley
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420
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18
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7.
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Downing, Chris Rice University, Jesse H. Jones Graduate School of Business Zhang, Frank Xiaoling Morgan Stanley
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18 Oct 02
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Last Revised:
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31 Jan 08
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418
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14
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Municipal, bond, price, volatility, volume
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8.
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Madan, Dilip B. University of Maryland - Robert H. Smith School of Business Bakshi, Gurdip University of Maryland - Robert H. Smith School of Business Zhang, Frank Xiaoling Morgan Stanley
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359
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37
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Default risk models, reduced-form, leverage, distance-to-default, hedging
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Records 1 -
8
of 8 matches
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1
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