Yajun Xiao

University College Dublin (UCD)

Belfield, Dublin 4 4

Ireland

SCHOLARLY PAPERS

4

DOWNLOADS

188

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Shadow Money, Banking Competition and Stability: Evidence from China

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-9
Number of pages: 62 Posted: 23 Jul 2020
Feng Xu, Eva L├╝tkebohmert and Yajun Xiao
Tianjin University - College of Management and Economics, University of Freiburg, Institute for Economic Research and University College Dublin (UCD)
Downloads 79 (355,797)

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banking competition, bank runs, financial stability, shadow funding, wealth management products

2.

Shadow Banks, Leverage Risks, and Asset Prices

Journal of Economic Dynamics and Control, Vol. 111, 2020
Number of pages: 54 Posted: 07 Mar 2019 Last Revised: 17 Mar 2020
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 70 (380,816)

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bank-trust cooperation, leverage factor, intermediary asset pricing

3.

Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints

Macquarie University Faculty of Business & Economics Research Paper, Review of Asset Pricing Studies, forthcoming
Number of pages: 52 Posted: 16 Aug 2018 Last Revised: 16 Dec 2020
Lei Shi and Yajun Xiao
Macquarie University and University College Dublin (UCD)
Downloads 39 (494,688)

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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
University of Freiburg, Institute for Economic Research, RIVACON and University College Dublin (UCD)
Downloads 0 (763,935)
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funding liquidity, optimal capital structure, rollover risk, structural credit risk models