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Huang, Xin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,039 |
Total
Citations
194 |
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1.
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A Framework for Assessing the Systemic Risk of Major Financial Institutions
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Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University Zhu, Haibin
Bank for International Settlements (BIS)
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Posted:
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01 Feb 09
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Last Revised:
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19 Nov 09
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1,293
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48
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Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University Zhu, Haibin
Bank for International Settlements (BIS)
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01 Feb 09
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Last Revised:
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19 Nov 09
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1,293
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48
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Systemic risk, stress testing, portfolio credit risk, credit default swap, high-frequency data
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Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University Zhu, Haibin
Bank for International Settlements (BIS)
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Stress testing, systemic risk, insurance premium, default probability, credit default swap spread, high-frequency data, asset return correlation
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2.
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Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University Zhu, Haibin
Bank for International Settlements (BIS)
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29 Jul 10
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Last Revised:
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29 Oct 11
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529
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Distress Insurance Premium, Systemic Risk, Macroprudential Regulation, Large Complex Financial Institution, Too-Big-to-Fail, Too-Connected-to-Fail.
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3.
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Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University Zhu, Haibin
Bank for International Settlements (BIS)
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23 Aug 09
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Last Revised:
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29 Oct 11
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457
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14
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Systemic risk, Macroprudential regulation, Portfolio distress loss, Credit default swap, Dynamic conditional correlation
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4.
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The Relative Contribution of Jumps to Total Price Variance
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Versions (2)
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Huang, Xin
University of Oklahoma Tauchen, George
Duke University - Economics Group
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Posted:
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24 Aug 05
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Last Revised:
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29 Jul 10
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364
(38,171)
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105
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Huang, Xin
University of Oklahoma Tauchen, George
Duke University - Economics Group
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0
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bipower variation, quadratic variation, realized variance, stochastic volatility
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Huang, Xin
University of Oklahoma Tauchen, George
Duke University - Economics Group
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364
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105
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Realized variance, quadratic variation, bipower variation, stochastic volatility
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5.
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Bollerslev, Tim
Duke University - Finance Huang, Xin
University of Oklahoma
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23 Jun 08
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Last Revised:
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07 Jan 12
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211
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11
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Stochastic Volatility, Realized Variation, Bipower Variation, Jumps, Hazard Rates, Overnight Volatility
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6.
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Black, Lamont K.
Board of Governors of the Federal Reserve System Correa, Ricardo
Federal Reserve Board Huang, Xin
University of Oklahoma Zhou, Hao
PBC School of Finance, Tsinghua University
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185
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European debt crisis, macroprudential regulation, banking systemic risk, credit default swap, too-big-to-fail, interconnectedness, leverage
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Records 1 -
6
of 6 matches
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1
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