Yan Alice Xie

University of Michigan at Dearborn

Dearborn, MI

United States

SCHOLARLY PAPERS

7

DOWNLOADS

494

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

A Structural Approach for Predicting Default Correlation

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 20 Posted: 06 Sep 2012 Last Revised: 21 Jan 2013
Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie
Washington State University - Vancouver, Michigan Technological University, Federal National Mortgage Association (Fannie Mae) and University of Michigan at Dearborn
Downloads 123 (252,156)
Citation 1

Abstract:

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default correlation, structural model, defaultable bonds, credit risk, fixed income, risk management

2.

Role of Underwriters in Restraining Earnings Management in Initial Public Offerings

2012. Journal of Applied Business Research 28 (4): 709-724.
Number of pages: 25 Posted: 29 Feb 2012 Last Revised: 01 Mar 2017
Hei Wai Lee, Yan Alice Xie and Jian Zhou
University of Michigan at Dearborn - School of Management, University of Michigan at Dearborn and University of Hawaii at Manoa
Downloads 119 (258,501)
Citation 1

Abstract:

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Earnings management, Underwriter reputation, IPO firms, Internet bubble, Sarbanes-Oxley Act

3.

Cost of Capital: Spot Rate or Forward Rate?

Number of pages: 21 Posted: 28 Jul 2015
Howard Qi and Yan Alice Xie
Michigan Technological University and University of Michigan at Dearborn
Downloads 102 (288,080)

Abstract:

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capital structure, WACC, CCF, APV, spot rate, forward rate

4.

Effects of Sovereign Risk on Duration: Evidence from European and Latin American Sovereign Bond Markets

Number of pages: 51 Posted: 02 Sep 2012
Hei Wai Lee, Yan Alice Xie and Jot Yau
University of Michigan at Dearborn - School of Management, University of Michigan at Dearborn and Seattle University
Downloads 84 (325,970)
Citation 1

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Sovereign risk, Duration; Sovereign yield spreads, European and Latin American sovereign bonds, Global financial crisis

5.

Job Security and Personal Investment Portfolio

Global Journal of Business Research, Vol. 4, No. 1, pp. 17-27, 2010
Number of pages: 11 Posted: 01 Jul 2010
Yan Alice Xie and Howard Qi
University of Michigan at Dearborn and Michigan Technological University
Downloads 66 (373,442)

Abstract:

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Job Security, Personal Portfolio, Human Capital

6.

Inferring Default Correlation from Equity Return Correlation

European Financial Management, Vol. 21, Issue 2, pp. 333-359, 2015
Number of pages: 27 Posted: 13 Mar 2015
Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie
Washington State University - Vancouver, Michigan Technological University, Federal National Mortgage Association (Fannie Mae) and University of Michigan at Dearborn
Downloads 0 (732,720)
Citation 1
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Default correlation, equity (return) correlation, defaultable bonds, structural model

7.

Duration, Default Risk, and the Term Structure of Interest Rates

Posted: 22 Nov 2004
Yan Alice Xie, Sheen Liu and Chunchi Wu
University of Michigan at Dearborn, Youngstown State University - Williamson College of Business Administration and SUNY at Buffalo - School of Management

Abstract:

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Default risk, bond pricing, duration, term structure