Xisong Jin

Universite du Luxembourg - Luxembourg School of Finance

162a, avenue de la Faïencerie

Luxembourg-Limpertsberg, L-1511

Luxembourg

  • Universite du Luxembourg - Luxembourg School of Finance

SCHOLARLY PAPERS

7

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3,134

SSRN CITATIONS
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SSRN RANKINGS

Top 29,624

in Total Papers Citations

12

CROSSREF CITATIONS

17

Scholarly Papers (7)

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1.

Is the Potential for International Diversification Disappearing?

Number of pages: 41 Posted: 21 Mar 2010
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs and Xisong Jin
University of Toronto - Rotman School of Management, McGill University - Desautels Faculty of Management, University of Houston - C.T. Bauer College of Business and Universite du Luxembourg - Luxembourg School of Finance
Downloads 1,821 (13,133)
Citation 9

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international asset pricing, asset allocation, dynamic conditional correlation (DCC), dynamic equicorrelation (DECO), dynamic copula

2.

Dynamic Dependence and Diversification in Corporate Credit

Rotman School of Management Working Paper No. 2314027, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 47 Posted: 22 Aug 2013 Last Revised: 07 Jul 2016
Peter Christoffersen, Kris Jacobs, Xisong Jin and Hugues Langlois
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business, Universite du Luxembourg - Luxembourg School of Finance and HEC Paris - Finance Department
Downloads 547 (71,762)
Citation 17

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Credit risk, default risk, CDS, dynamic dependence, copula

3.

Correlation Dynamics and International Diversification Benefits

Rotman School of Management Working Paper No. 2313954
Number of pages: 35 Posted: 22 Aug 2013
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs and Xisong Jin
University of Toronto - Rotman School of Management, McGill University - Desautels Faculty of Management, University of Houston - C.T. Bauer College of Business and Universite du Luxembourg - Luxembourg School of Finance
Downloads 414 (100,106)
Citation 5

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Aasset pricing, asset allocation, dynamic conditional correlation (DCC), dynamic equicorrelation (DECO)

4.

Exploring Dynamic Default Dependence

Number of pages: 43 Posted: 07 May 2009
Peter Christoffersen, Jan Ericsson, Kris Jacobs and Xisong Jin
University of Toronto - Rotman School of Management, McGill University, University of Houston - C.T. Bauer College of Business and Universite du Luxembourg - Luxembourg School of Finance
Downloads 345 (122,963)

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credit risk, structured products, dynamic equicorrelation, CDS, CDO, default

5.

Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency

26th Australasian Finance and Banking Conference 2013
Number of pages: 36 Posted: 24 Aug 2013
Lamia Bekkour, Xisong Jin, Thorsten Lehnert, Fanou Rasmouki and Christian C. P. Wolff
Luxembourg School of Finance, Universite du Luxembourg - Luxembourg School of Finance, University of Luxembourg, Luxembourg School of Finance and University of Luxembourg
Downloads 5 (840,749)

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European sovereign debt crisis, currency options, credit default swaps, currency stability, risk-neutral distribution, crash risk, tail risk

6.

Euro at Risk: The Impact of Member Countries’' Credit Risk on the Stability of the Common Currency

CEPR Discussion Paper No. DP9229
Number of pages: 35 Posted: 01 Feb 2013
Lamia Bekkour, Xisong Jin, Thorsten Lehnert, Fanou Rasmouki and Christian C. P. Wolff
Luxembourg School of Finance, Universite du Luxembourg - Luxembourg School of Finance, University of Luxembourg, Luxembourg School of Finance and University of Luxembourg
Downloads 2 (876,609)
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credit default swaps, currency options, currency stability, European sovereign debt crisis, risk-neutral distribution

7.

(Systemic) Risk-taking in the Euro Area Investment Fund Industry

Posted: 22 Aug 2019 Last Revised: 07 Oct 2019
Xisong Jin and Francisco Nadal De Simone
Universite du Luxembourg - Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance

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monetary policy, systemic risk, financial stability, non-linearities, structural FAVAR