Zhijiang Huang

JP Morgan

London

United Kingdom

SCHOLARLY PAPERS

3

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Top 13,889

in Total Papers Downloads

3,787

SSRN CITATIONS
Rank 19,038

SSRN RANKINGS

Top 19,038

in Total Papers Citations

5

CROSSREF CITATIONS

44

Scholarly Papers (3)

1.

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

FAME Research Paper No. 65
Number of pages: 87 Posted: 05 Apr 2003
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and JP Morgan
Downloads 2,178 (7,047)
Citation 58

Abstract:

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Credit Derivatives, Credit Risk, Default Swaps, Ratings, Equity Information

2.
Downloads 1,190 ( 17,820)
Citation 10

Theory and Calibration of Swap Market Models

FAME Working Paper No. 107
Number of pages: 42 Posted: 27 Feb 2005
BNP Paribas Fixed Income, University of Geneva GSEM and GFRI, JP Morgan and BNP Paribas Fixed Income
Downloads 1,190 (18,232)
Citation 3

Abstract:

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Swap market model, cap, swaption, calibration

3.

A Framework for Collateral Risk Control Determination

Number of pages: 48 Posted: 10 Feb 2003
European Central Bank (ECB), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), JP Morgan and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 419 (75,964)

Abstract:

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Collateral, repurchase transactions, default risk, central banks, monetary policy operations