Ji Yan

City University of Hong Kong (CityUHK) - Department of Economics & Finance

83 Tat Chee Avenue

Kowloon

Hong Kong

  • City University of Hong Kong (CityUHK) - Department of Economics & Finance

SCHOLARLY PAPERS

2

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228

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1

Scholarly Papers (2)

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1.

Belief Heterogeneity, Collateral and Endogenous Leverage

Number of pages: 41 Posted: 05 Dec 2017
Ji Yan
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 127 (488,851)
Citation 1

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Belief heterogeneity, Collateral, Credit cycle, Default, Incomplete markets, Leverage

2.

Systemic Risk Modeling: How Theory Can Meet Statistics

IMF Working Paper No. 20/54
Number of pages: 40 Posted: 20 Apr 2020
Raphael A. Espinoza, Miguel Segoviano and Ji Yan
International Monetary Fund (IMF), London School of Economics & Political Science (LSE) - Financial Markets Group and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 101 (581,152)

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Financial crises, Bank credit, Financial markets, Financial institutions, Macroprudential policies and financial stability, Systemic risk, Minsky effect, CIMDO, Default, WP, interbank, repayment rate, expected shortfall, time t, Minsky