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Decomposing systemic risk measures by bank business model in Luxembourg
Jin, Xisong - 2024
Persistent link: https://www.econbiz.de/10014477350
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Investment funds' vulnerabilities : a tail-risk dynamic CIMDO approach
Jin, Xisong; Nadal-De Simone, Francisco - 2015
Persistent link: https://www.econbiz.de/10011542356
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Tracking changes in the intensity of financial sector's systemic risk
Jin, Xisong; Nadal-De Simone, Francisco - 2016
Persistent link: https://www.econbiz.de/10011565377
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Systemic financial sector and sovereign risks
Jin, Xisong; Nadal-De Simone, Francisco - 2017
Persistent link: https://www.econbiz.de/10011707080
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Market- and book-based models of probability of default for developing macroprudential policy tools
Jin, Xisong; Nadal-De Simone, Francisco - 2011
Persistent link: https://www.econbiz.de/10009577322
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An early-warning and dynamic forecasting framework of default probabilities for the macroprudential policy indicators arsenal
Jin, Xisong; Nadal-De Simone, Francisco - 2012
Persistent link: https://www.econbiz.de/10009664906
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Banking systemic vulnerabilities : a tail-risk dynamic CIMDO approach
Jin, Xisong; Nadal-De Simone, Francisco - 2013
Persistent link: https://www.econbiz.de/10009711669