Yajun Xiao

Yajun Xiao

Xi'an Jiaotong-Liverpool University - Suzhou / China
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 4583773
西交利物浦大学
person_outline Yajun Xiao's MOST POPULAR ARTICLES
1-) On the qualitative effect of volatility and duration on prices of Asian optionsP Carr, CO Ewald, Y XiaoFinance Research Letters 5 (3), 162-171, 2008502008
2-) A multiperiod bank run model for liquidity riskG Liang, E Lütkebohmert, Y XiaoReview of Finance 18 (2), 803-842, 2014332014
3-) Wealth management products, banking competition, and stability: Evidence from ChinaX Feng, E Lütkebohmert, Y XiaoJournal of Economic Dynamics and Control 137, 104346, 2022112022
4-) Shadow banks, leverage risks, and asset pricesX Feng, L Lu, Y XiaoJournal of Economic Dynamics and Control 111, 103816, 2020112020
5-) Endogenous credit spreads and optimal debt financing structure in the presence of liquidity riskE Lütkebohmert, D Oeltz, Y XiaoEuropean Financial Management 23 (1), 55-86, 2017