Jinyuan Zhang

INSEAD

Ph.D. in Finance

INSEAD, Boulevard de Constance,

Fontainebleau, 77300

France

SCHOLARLY PAPERS

4

DOWNLOADS

631

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Flight to Bitcoin

Number of pages: 68 Posted: 07 Nov 2018 Last Revised: 27 Oct 2020
Yang (Gloria) Yu and Jinyuan Zhang
Singapore Management University - Lee Kong Chian School of Business and INSEAD
Downloads 316 (116,946)
Citation 5

Abstract:

Loading...

Cryptocurrency, Bitcoin, Capital controls, Economics policy uncertainty, Foreign exchange

2.

Dynamic Trade Informativeness

Number of pages: 60 Posted: 01 Oct 2018 Last Revised: 05 Jan 2020
Bart Z. Yueshen and Jinyuan Zhang
INSEAD - Finance and INSEAD
Downloads 201 (183,594)
Citation 1

Abstract:

Loading...

trade informativeness, price impact, filtering, high-frequency data

3.

Conditional Extremes in Asymmetric Financial Markets

Forthcoming, Journal of Business and Economic Statistics
Number of pages: 29 Posted: 02 May 2018
Natalia Nolde and Jinyuan Zhang
Statistics Department and INSEAD
Downloads 66 (406,752)

Abstract:

Loading...

Systemic Risk; CoVaR; Risk Contagion; Backtesting; Conditional Extremes; Asymmetry; Bivariate Skew-Elliptical Distribution; Bivariate Skew-T Distribution; Heavy Tails; Multivariate Regular Variation

4.

Bounds on Capital Requirements for Bivariate Risk with Given Marginals and Partial Information on the Dependence

Number of pages: 23 Posted: 04 Oct 2013
Grenoble Ecole de Management, University of Waterloo, University of Waterloo and INSEAD
Downloads 48 (471,845)
Citation 2

Abstract:

Loading...

Copulas, Fréchet-Hoeffding bounds, Capital requirements