Xisong Jin : Citation Profile


Are you Xisong Jin?

Banque Centrale du Luxembourg

4

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

9

Papers

RESEARCH ACTIVITY:

   2 years (2011 - 2013). See details.
   Cites by year: 21
   Journals where Xisong Jin has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pji149
   Updated: 2018-09-15    RAS profile: 2015-09-09    
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Relations with other researchers


Works with:

Christoffersen, Peter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xisong Jin.

Is cited by:

Nadal De Simone, Francisco (9)

Peñaloza, Rodrigo Andrés (4)

Kräussl, Roman (3)

Giordana, Gastón (3)

Ugolini, Andrea (2)

Lin, Yuehao (2)

Stefanova, Denitsa (2)

Reboredo, Juan (2)

Kar, Muhsin (1)

Yılmaz, Mustafa (1)

Lehnert, Thorsten (1)

Cites to:

Engle, Robert (11)

Hallin, Marc (7)

Capasso, Marco (6)

Alessi, Lucia (6)

Nadal De Simone, Francisco (6)

Schwaab, Bernd (5)

Lucas, Andre (5)

Lippi, Marco (5)

Forni, Mario (5)

Reichlin, Lucrezia (5)

Koopman, Siem Jan (4)

Main data


Where Xisong Jin has published?


Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg3
BCL working papers / Central Bank of Luxembourg3

Recent works citing Xisong Jin (2018 and 2017)


YearTitle of citing document
2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

Full description at Econpapers || Download paper

2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

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2017The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2018Portfolio optimization based on GARCH-EVT-Copula forecasting models. (2018). Stephan, Andreas ; Sahamkhadam, Maziar ; Ostermark, Ralf . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:497-506.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg. (2017). Giordana, Gastón ; Schumacher, Ingmar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:8-:d:95645.

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2017The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567.

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Works by Xisong Jin:


YearTitleTypeCited
2013Dynamic Diversification in Corporate Credit In: CREATES Research Papers.
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paper0
2013Correlation Dynamics and International Diversification Benefits In: CREATES Research Papers.
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paper11
2011Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools In: BCL working papers.
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paper5
2012An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal In: BCL working papers.
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paper4
2013Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach In: BCL working papers.
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paper15
2012Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency In: CEPR Discussion Papers.
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paper6
2012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency.(2012) In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
paper1
2011Does the GARCH Structural Credit Risk Model Make a Difference? In: LSF Research Working Paper Series.
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paper1

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