Similar Search Results

Operational risk measurement : a loss distribution approach with segmented dependence

Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10012052383

A general framework for constructing bank risk data sets

Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10011980291

Financial Statements-Based Bank Risk Aggregation

Li, Jianping; Wei, Lu; Zhu, Xiaoqian - 2022 - 1st ed. 2022.

Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement -- Chapter 5. A “factor-integral” approach to solve...

Persistent link: https://www.econbiz.de/10013163599

Oil-importing optimal decision considering country risk with extreme events : a multi-objective programming approach

Li, Jianping; Tang, Ling; Sun, Xiaolei; Wu, Dengsheng - In: Computers & operations research : and their … 42 (2014), pp. 108-115

Persistent link: https://www.econbiz.de/10010236823

Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies

Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503

Persistent link: https://www.econbiz.de/10009673674

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

Feng, Qianqian; Wang, Yijing; Sun, Xiaolei; Li, Jianping; … - In: Global finance journal 56 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478959

Time-frequency comovements between sovereign CDS and exchange rates : the role of sentiments

Liu, Chang; Sun, Xiaolei; Li, Jianping - In: Global finance journal 56 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014478976

Spillovers between sovereign CDS and exchange rate markets : the role of market fear

Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012667722

The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US

Guo, Yawei; Li, Jianping; Li, Yehua; You, Wan-hai - In: Energy economics 97 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012820832

Understanding country risk assessment : a historical review

Sun, Xiaolei; Feng, Qianqian; Li, Jianping - In: Applied economics 53 (2021) 37, pp. 4329-4341

Persistent link: https://www.econbiz.de/10012609758