Jun Yang : Citation Profile


Are you Jun Yang?

Bank of Canada

3

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

11

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 3
   Journals where Jun Yang has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya437
   Updated: 2019-03-16    RAS profile: 2015-03-06    
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Relations with other researchers


Works with:

Gungor, Sermin (3)

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

Is cited by:

Hackbarth, Dirk (2)

Fontaine, Jean-Sebastien (2)

Schmukler, Sergio (2)

Zechner, Josef (2)

He, Zhiguo (2)

Kozlowski, Julian (2)

Garriott, Corey (2)

Pericoli, Marcello (1)

Lütkebohmert, Eva (1)

Yung, Julieta (1)

Walton, Adrian (1)

Cites to:

Gertler, Mark (6)

Gali, Jordi (5)

Cho, Seonghoon (4)

Moreno, Antonio (4)

Clarida, Richard (4)

Campbell, John (3)

Hördahl, Peter (3)

Engel, Charles (3)

Bekaert, Geert (3)

Piazzesi, Monika (3)

Ang, Andrew (3)

Main data


Where Jun Yang has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada5
Staff Analytical Notes / Bank of Canada4

Recent works citing Jun Yang (2018 and 2017)


YearTitle of citing document
2018Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises. (2018). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:149.

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2018Government of Canada Fixed-Income Market Ecology. (2018). Garriott, Corey ; Usche, Andr ; Berger-Soucy, Lanne. In: Discussion Papers. RePEc:bca:bocadp:18-10.

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2018Alternative Futures for Government of Canada Debt Management. (2018). Rivadeneyra, Francisco ; Garriott, Corey ; Walton, Adrian ; Nolin, Guillaume ; Lefebvre, Sophie. In: Discussion Papers. RePEc:bca:bocadp:18-15.

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2017Corporate Debt Maturity Profiles. (2017). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12289.

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2018Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises. (2018). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan Jose. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13008.

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2017Effect of rollover risk on default risk: Evidence from bank financing. (2017). Pea, Juan Ignacio ; Wang, Chih-Wei ; Chiu, Wan-Chien. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:130-143.

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2018Corporate debt maturity profiles. (2018). Choi, Jae Won ; Zechner, Josef ; Hackbarth, Dirk. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:484-502.

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2019A Collateral Theory of Endogenous Debt Maturity. (2017). Darst, Matthew ; Refayet, Ehraz. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-57.

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2017Long-Term Finance and Investment with Frictional Asset Markets. (2017). Kozlowski, Julian. In: Working Papers. RePEc:fip:fedlwp:2018-012.

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2018Endogenous Debt Maturity: Liquidity Risk vs. Default Risk. (2018). Sanchez, Juan ; Manuelli, Rodolfo. In: Working Papers. RePEc:fip:fedlwp:2018-034.

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2018Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:13-:d:128713.

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2018Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:24-:d:145854.

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2017Corporate Social Responsibility and Firm Debt Maturity. (2017). Benlemlih, Mohammed. In: Journal of Business Ethics. RePEc:kap:jbuset:v:144:y:2017:i:3:d:10.1007_s10551-015-2856-1.

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2018The Maturity Rat Race and Short-Termism. (2018). Pimentel, Joana F ; Zhao, Sujiao . In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e201807.

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2017Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets. (2017). Kozlowski, Julian. In: 2017 Meeting Papers. RePEc:red:sed017:699.

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2018A Model of Endogenous Debt Maturity with Heterogeneous Beliefs. (2018). Darst, Matthew ; Refayet, Ehraz. In: 2018 Meeting Papers. RePEc:red:sed018:1004.

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2018The variance risk premium and capital structure. (2018). Lotfaliei, Babak. In: ESRB Working Paper Series. RePEc:srk:srkwps:201870.

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2017Rollover risk and credit risk under time-varying margin. (2017). Lütkebohmert, Eva ; He, Xuezhong ; Xiao, Yajun ; Lutkebohmert, Eva. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:455-469.

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2017Impact of Rollover Risk and Corporate Policy on Extreme Risk in the Taiwanese Manufacturing Industry. (2017). Chiu, Wan-Chien ; Lin, Chuan-Ju ; Wu, Wei-Ning ; Wang, Chih-Wei. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500199.

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Works by Jun Yang:


YearTitleTypeCited
2007A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate In: Staff Working Papers.
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paper3
2008Default Dependence: The Equity Default Relationship In: Staff Working Papers.
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paper0
2010Idiosyncratic Coskewness and Equity Return Anomalies In: Staff Working Papers.
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paper0
2012Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads In: Staff Working Papers.
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paper30
2012Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2014Corporate Governance, Product Market Competition and Debt Financing In: Staff Working Papers.
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paper0
2017Has Liquidity in Canadian Government Bond Markets Deteriorated? In: Staff Analytical Notes.
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paper4
2018Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated? In: Staff Analytical Notes.
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paper0
2018Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated? In: Staff Analytical Notes.
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paper0
2018The Cost of the Government Bond Buyback and Switch Programs in Canada In: Staff Analytical Notes.
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paper0
2009Default Risk, Idiosyncratic Coskewness and Equity Returns In: Working Paper Series.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team