Yajun Xiao

University College Dublin (UCD)

Belfield, Dublin 4 4

Ireland

  • University College Dublin (UCD)

SCHOLARLY PAPERS

4

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93

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1

Scholarly Papers (4)

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1.

Shadow Banks, Leverage Risks, and Asset Prices

Number of pages: 54 Posted: 07 Mar 2019 Last Revised: 26 Apr 2019
Feng Xu, Lei Lu and Yajun Xiao
Tianjin University - College of Management and Economics, Asper School of Business, University of Manitoba and University College Dublin (UCD)
Downloads 37 (434,118)

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bank-trust cooperation, leverage factor, intermediary asset

2.

Benefits and Risks of Shadow Money: Evidence From the Chinese WMP Market

Number of pages: 63 Posted: 19 Jan 2019
Feng Xu, Eva Lütkebohmert and Yajun Xiao
Tianjin University - College of Management and Economics, University of Freiburg, Institute for Economic Research and University College Dublin (UCD)
Downloads 28 (479,620)

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banking competition, financial stability, shadow banking, wealth management products

3.

Asset Pricing with Heterogeneous and Constrained Investors

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 40 Posted: 16 Aug 2018 Last Revised: 24 May 2019
Lei Shi and Yajun Xiao
Macquarie University and University College Dublin (UCD)
Downloads 28 (474,486)

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Heterogeneous Investors; Borrowing Constraints; Short-Sale Constraints; Volatility; Regime Switch

4.

Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk

European Financial Management, Vol. 23, Issue 1, pp. 55-86, 2017
Number of pages: 32 Posted: 10 Jan 2017
Eva Lütkebohmert, Daniel Oeltz and Yajun Xiao
University of Freiburg, Institute for Economic Research, RIVACON and University College Dublin (UCD)
Downloads 0 (666,172)
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Abstract:

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funding liquidity, optimal capital structure, rollover risk, structural credit risk models