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Publications by Frank Xiaoling Zhang

Investigating the Sources of Default Risk: Lessons From Empirically Evaluating Credit Risk Models

SSRN Electronic Journal

English

Related publications

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance

English

Credit Default Swaps Networks and Systemic Risk

Scientific Reports

Multidisciplinary

English

The Pricing of Correlated Default Risk: Evidence From the Credit Derivatives Market

SSRN Electronic Journal

English

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market

English

Modeling Default Probability via Structural Models of Credit Risk in Context of Emerging Markets

English

Credit Derivatives and the Default Risk of Large Complex Financial Institutions

Journal of Financial Services Research

English

Credit Derivatives and the Default Risk of Large Complex Financial Institutions

SSRN Electronic Journal

English

Systemic Risk Management in Financial Networks With Credit Default Swaps

Journal of Network Theory in Finance

Computer Networks

English

Payment Changes and Default Risk: The Impact of Refinancing on Expected Credit Losses

Journal of Urban Economics

English