Yu Xu

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

4

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CITATIONS
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in Total Papers Citations

6

Scholarly Papers (4)

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Number of pages: 66 Posted: 21 Mar 2012 Last Revised: 05 Aug 2013
Hui Chen, Yu Xu and Jun Yang
Massachusetts Institute of Technology, The University of Hong Kong - Faculty of Business and Economics and Bank of Canada
Downloads 1,108 (15,886)
Citation 6

Abstract:

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credit risk, term structure, business cycle, maturity dynamics, liquidity

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

NBER Working Paper No. w18367
Number of pages: 62 Posted: 08 Sep 2012
Hui Chen, Yu Xu and Jun Yang
Massachusetts Institute of Technology, The University of Hong Kong - Faculty of Business and Economics and Bank of Canada
Downloads 8 (559,610)
Citation 6

Abstract:

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Domestic Banking Fragility and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Jul 2017 Last Revised: 15 Sep 2017
Yu Xu
The University of Hong Kong - Faculty of Business and Economics
Downloads 46 (369,433)

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Sovereign Debt, International Reserves, Bank Runs, Gobal Games

Domestic Banking Fragility and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Jul 2017
Yu Xu
The University of Hong Kong - Faculty of Business and Economics
Downloads 1 (608,202)

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Sovereign Debt, International Reserves, Bank Runs, Gobal Games

3.

Growth, Liquidity Provision, International Reserves, and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Feb 2015
Yu Xu
The University of Hong Kong - Faculty of Business and Economics
Downloads 18 (301,358)

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Growth, sovereign debt, sovereign default, international reserves, bank runs, twin crises, Bulow and Rogoff (1989) puzzle

4.

Time-Varying Risk Premium and Youth Unemployment

Number of pages: 67 Posted: 06 Mar 2018
Indrajit Mitra and Yu Xu
University of Michigan, Stephen M. Ross School of Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 0 (493,853)

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Time-varying risk premium, youth unemployment, TARP, labor market cleansing