Items where Author is "Zhang, Xuan"
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Zhang, Xuan and Kim, Minjoo and Yan, Cheng and Zhao, Yang (2024) Default dependence in the insurance and banking sectors: A copula approach. Journal of International Financial Markets, Institutions and Money, 91. p. 101911. DOI https://doi.org/10.1016/j.intfin.2023.101911
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