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Bond liquidity, debt maturity and bond risk premium

Zhou, Yimin; Wei, Xu - In: Finance research letters 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472667

Asset quality, financing structure, and bank regulations

Gong, Yaxian; Wei, Xu - In: International review of economics & finance : IREF 80 (2022), pp. 1061-1075

Persistent link: https://www.econbiz.de/10013342841

Spillover effects between liquidity risks through endogenous debt maturity

Wei, Xu; Xiao, Xiao; Zhou, Yi; Zhou, Yimin - In: Journal of financial markets 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014466260

Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree

Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053

Persistent link: https://www.econbiz.de/10012313551

Evaluating credit valuation adjustment with wrong-way risk for Bermudan options

Dong, Bing; Xu, Wei; Wang, Guangguang - In: The journal of computational finance : JFC 27 (2023) 3, pp. 115-155

Persistent link: https://www.econbiz.de/10014487048

Investment Performance of Credit Risk Transfer Securities (CRTs) : The Early Evidence

Gao, Chao - 2018

Credit Risk Transfer (CRT) securities were introduced by Fannie Mae and Freddie Mac in 2013. As of the end of 2017, in combination, the two Government Sponsored housing Enterprises (GSEs) had issued a total of $53 billion in CRTs linked to residential mortgage loans with a total face value of...

Persistent link: https://www.econbiz.de/10012918448

Investment performance of credit risk transfer securities (CRTs) : the early evidence

Gao, Chao; McConnell, John J. - In: The journal of fixed income 28 (2018) 2, pp. 6-15

Persistent link: https://www.econbiz.de/10011963854