Xiang Fang

University of Pennsylvania, School of Arts & Sciences, Department of Economics

PhD Candidate

Suite 150

133 South, 36 Street

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

4

DOWNLOADS

323

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Volatility, Intermediaries and Exchange Rates

Number of pages: 45 Posted: 20 Nov 2016 Last Revised: 04 Oct 2018
Xiang Fang and Yang Liu
University of Pennsylvania, School of Arts & Sciences, Department of Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 240 (127,483)

Abstract:

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Volatility, Financial Intermediaries, Exchange Rates, Currency Risk Premium, Value-at-Risk

2.

Intermediary Leverage and Currency Risk Premium

Number of pages: 62 Posted: 09 Dec 2018
Xiang Fang
University of Pennsylvania, School of Arts & Sciences, Department of Economics
Downloads 68 (334,802)

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Bank Leverage, Carry Trade, Currency Risk Premium, Exchange Rate, Liquidity Premium, Nominal Interest Rate

3.

The Effects of Higher Bank Capital Requirements on Credit in Peru

IMF Working Paper No. 18/222
Number of pages: 35 Posted: 15 Nov 2018
University of Pennsylvania, School of Arts & Sciences, Department of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 15 (552,031)

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Bank credit, Peru, Capital requirements, Western Hemisphere, bank regulation, Financial Markets and the Macroeconomy, Government Policy and Regulation

4.

Macro-Finance Models with Nonlinear Dynamics

University of Chicago, Becker Friedman Institute for Economics Working Paper
Number of pages: 61
The Wharton School, University of Pennsylvania, University of Pennsylvania, School of Arts & Sciences, Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Department of Economics
Downloads 0

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity.