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Xiaoxia Ye
Xiaoxia Ye
University of Exeter Business School
Verified email at exeter.ac.uk - Homepage
Title
Cited by
Cited by
Year
Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson
Y Choi, X Ye, L Zhao, AC Luo
Annals of Operations Research 237 (1), 281-300, 2016
1072016
Exploring mispricing in the term structure of CDS spreads
R Jarrow, H Li, X Ye, M Hu
Review of Finance 23 (1), 161–198, 2019
49*2019
Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection
E Platanakis, C Sutcliffe, X Ye
European Journal of Operational Research 288 (1), 302-317, 2021
422021
Modeling Municipal Yields with (and without) Bond Insurance
AL Chun, E Namvar, X Ye, F Yu
Management Science 65 (8), 3449-3947, 2019
292019
Hedge Fund Strategies, Performance & Diversification: A Portfolio Theory & Stochastic Discount Factor Approach
D Newton, E Platanakis, D Stafylas, C Sutcliffe, X Ye
The British Accounting Review 53 (5), 101000, 2021
152021
Counter-Credit-Risk Yield Spreads: A Puzzle in China’s Corporate Bond Market
J Luo, X Ye, M Hu
International Review of Finance 16 (2), 203-241, 2016
132016
Are market views on banking industry useful for forecasting economic growth?
VS Lai, X Ye, L Zhao
Pacific-Basin Finance Journal 57, 101082, 2019
72019
On the (almost) stochastic dominance of cryptocurrency factor portfolios & implications for cryptocurrency asset pricing
W Han, D Newton, E Platanakis, C Sutcliffe, X Ye
Forthcoming, European Financial Management, 2023
6*2023
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
H Li, X Ye, F Yu
European Journal of Operational Research 286 (31), 1153-1167, 2020
6*2020
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
LAI VAN SON, X YE
Journal of Money, Credit and Banking 52 (8), 1873-1907, 2020
5*2020
Credit Derivatives and Corporate Default Prediction
X Ye, F Yu, R Zhao
Journal of Banking and Finance 138, 106418, 2022
42022
Informational Friction, Economic Uncertainty, and CDS-Bond Basis
CX Cai, X Ye, R Zhao
Available at SSRN 3746637, 2020
42020
A Unified HJM Approach to Non-Markov Gaussian Dynamic Term Structure Models: International Evidence
H Li, X Ye, F Yu
Available at SSRN 2155538, 2015
4*2015
Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns
S Ahmed, Z Bu, X Ye
Review of Asset Pricing Studies 13 (3), 440–480, 2023
22023
Commodity Inflation Risk Premium and Stock Market Returns
AJ Hou, E Platanakis, X Ye, G Zhou
2022 University of Rochester Conference in Econometrics, Paris December …, 2022
2*2022
cross-section of stock returns
S Ahmed, Z Bu, X Ye
2
Illiquidity, R&D investment, and stock returns
S Ahmed, Z Bu, X Ye
Forthcoming, Journal of Money, Credit and Banking, 2023
12023
Voluntary Disclosures and Climate Change Uncertainty: Evidence from CDS Premiums
MB Imerman, X Ye, R Zhao
Available at SSRN 4168250, 2022
12022
A New Approach to Measuring Market Expectations and Term Premia
X Ye
Journal of Fixed Income 24 (4), 22-46, 2015
12015
Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?
A Hasselgren, AJ Hou, S Suardi, C Xu, X Ye
Available at SSRN 4683784, 2024
2024
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