Jian Li

Zhejiang Gongshang University

Xuezheng Str. 18

Hangzhou, 310018

China

http://https://sites.google.com/site/jianli507n841e/home/HF

SCHOLARLY PAPERS

2

DOWNLOADS

135

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Completing the Market: Generating Shadow CDS Spreads by Machine Learning

IMF Working Paper No. 19/292
Number of pages: 38 Posted: 23 Jan 2020
Goethe University Frankfurt, Zhejiang Gongshang University and International Monetary Fund (IMF)
Downloads 87 (462,299)

Abstract:

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Financial crises, Economic conditions, Financial markets, Financial systems, Credit risk, Credit default swaps, Prediction, Machine Learning methods, WP, CDS, test sample, test set, nowcasting, linear regression

2.

The Role of Labor-Income Risk in Household Risk-Taking?

CFS Working Paper, No. 640, 2020
Number of pages: 119 Posted: 04 Sep 2020
Natixis, Department of Finance, University of Luxembourg and Zhejiang Gongshang University
Downloads 48 (622,866)
Citation 2

Abstract:

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background risk, household-portfolio shares, business equity, subsistence consumption, wealth inequality