Jinji Hao

Victoria University of Wellington - School of Economics and Finance

Lecturer (Assistant Professor) in Finance

PO Box 600

Wellington , 6140

New Zealand

SCHOLARLY PAPERS

2

DOWNLOADS

259

CITATIONS

1

Scholarly Papers (2)

1.

A Model-Free Tail Risk Index and Its Return Predictability

Number of pages: 63 Posted: 23 Aug 2016 Last Revised: 04 Oct 2017
Jinji Hao
Victoria University of Wellington - School of Economics and Finance
Downloads 142 (201,885)
Citation 1

Abstract:

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Market Risk, Tail Index, VIX, SVIX, Return Predictability

2.

Shadow Banking and Asset Pricing

Institute of Global Finance Working Paper No. 10, 28th Australasian Finance and Banking Conference
Number of pages: 48 Posted: 21 Aug 2015 Last Revised: 03 Sep 2018
Jinji Hao
Victoria University of Wellington - School of Economics and Finance
Downloads 117 (234,568)

Abstract:

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Scarcity of Collateral, Quality of Collateral, Haircut, Interest Rate, Asset Pricing