Xiaoyun Fan

Nankai University - School of Finance

38 Tongyan Road, Jinnan District

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

2

DOWNLOADS

65

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Chinese Bond Risk Premia

Number of pages: 71 Posted: 06 Jun 2017
Han Zhang, Xiaoyun Fan and Bin Guo
Nankai University - Business School, Nankai University - School of Finance and Nankai University - School of Finance
Downloads 46 (417,528)

Abstract:

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Expectations hypothesis, Bond risk premia, Two-factor model, Affine model, Chinese bond market

2.

Does the Quantile Regression Forest Learn More Information on Chinese Systemic Risk?

Number of pages: 30 Posted: 15 Jan 2020
Yuejiao Duan, Xiaoyun Fan and Haoran Li
Nankai University - School of Finance, Nankai University - School of Finance and Nankai University - School of Finance
Downloads 19 (548,197)

Abstract:

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Quantile Regression Forest, Systemic Risk, Macroeconomic Forecast