Min Jiang

University of Iowa - Henry B. Tippie College of Business

Acquisitions

5020 Main Library

Iowa City, IA 52242-1000

United States

  • University of Iowa - Henry B. Tippie College of Business

SCHOLARLY PAPERS

3

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823

SSRN CITATIONS
Rank 17,192

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Top 17,192

in Total Papers Citations

60

CROSSREF CITATIONS

15

Scholarly Papers (3)

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1.

Time-Varying Asset Volatility and the Credit Spread Puzzle

Downloads 378 (47,929)
Citation 35

Time-Varying Asset Volatility and the Credit Spread Puzzle

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 14 Oct 2011
Redouane Elkamhi, Jan Ericsson and Min Jiang
University of Toronto - Rotman School of Management, McGill University and University of Iowa - Henry B. Tippie College of Business
Downloads 329 (157,687)
Citation 4

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Variance risk premia, default swaps, structural credit models

Time-Varying Asset Volatility and the Credit Spread Puzzle

Number of pages: 41 Posted: 22 Mar 2011
Redouane Elkamhi, Jan Ericsson and Min Jiang
University of Toronto - Rotman School of Management, McGill University and University of Iowa - Henry B. Tippie College of Business
Downloads 49 (679,159)
Citation 5

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2.

Business Cycles and the Bankruptcy Code: A Structural Approach

AFA 2012 Chicago Meetings Paper
Number of pages: 62 Posted: 13 Apr 2010 Last Revised: 02 Jun 2011
Redouane Elkamhi and Min Jiang
University of Toronto - Rotman School of Management and University of Iowa - Henry B. Tippie College of Business
Downloads 426 (119,417)

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credit risk, macroeconomic conditions, bankruptcy, Chapter 11

3.

Time-Varying Asset Volatility and the Credit Spread Puzzle

Number of pages: 54 Posted: 16 Mar 2012
Redouane Elkamhi, Jan Ericsson and Min Jiang
University of Toronto - Rotman School of Management, McGill University and University of Iowa - Henry B. Tippie College of Business
Downloads 19 (892,167)
Citation 4

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