Items where Author is "Xu, Yaofei"

Article

Shi, Yunkun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng and Zhang, Xuan (2022) Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis, 83. p. 102284. DOI https://doi.org/10.1016/j.irfa.2022.102284

Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis, 83. p. 102295. DOI https://doi.org/10.1016/j.irfa.2022.102295

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192