Lei Zhao

ESCP Europe

Assistant Professor

79 Avenue de la République

Paris, 75011

France

SCHOLARLY PAPERS

4

DOWNLOADS

494

0

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (4)

1.

Systemic Risk and Bank Size

Number of pages: 65 Posted: 06 Sep 2013 Last Revised: 26 Aug 2017
Simone Varotto and Lei Zhao
ICMA Centre - Henley Business School, University of Reading and ESCP Europe
Downloads 203 (147,059)

Abstract:

Loading...

Systemic Risk, Financial Crisis, Bank Regulation, Contingent Claim Analysis

Market-based Estimates of Implicit Government Guarantees in European Financial Institutions

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming
Number of pages: 48 Posted: 19 Aug 2014 Last Revised: 17 Jun 2017
Lei Zhao
ESCP Europe
Downloads 119 (231,422)

Abstract:

Loading...

Credit default swap, financial crises, financial institutions, implicit government guarantees, too-big-to-fail, implicit subsidy, sovereign debt crisis

Market‐Based Estimates of Implicit Government Guarantees in European Financial Institutions

European Financial Management, Vol. 24, Issue 1, pp. 79-112, 2018
Number of pages: 34 Posted: 19 Jan 2018
Lei Zhao
ESCP Europe
Downloads 3 (644,606)
  • Add to Cart

Abstract:

Loading...

credit default swap, financial crisis, financial institutions, implicit government guarantees, too‐big‐to‐fail

3.

Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 30 Sep 2015
Lei Zhao
ESCP Europe
Downloads 100 (260,530)

Abstract:

Loading...

Banking/Financial intermediation, financial crisis, credit default swap, sovereign risk

4.

Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct

ICMA Centre Discussion Paper No. ICM-2017-06
Number of pages: 48 Posted: 02 Oct 2017
Ioannis Oikonomou, Chao Yin and Lei Zhao
University of Reading - ICMA Centre, University of Reading - ICMA Centre and ESCP Europe
Downloads 69 (325,973)

Abstract:

Loading...

Corporate Social Responsibility, CSR, CSP, Sustainability, Institutional Investors, Investment Horizon