Lei Zhao

Finance · with Varotto · 2018

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 34 citations into it
• Economics and Econometrics — 25 citations into it
• Accounting — 5 citations into it

Whom Lei Zhao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Xin Huang
2. Maria Vassalou
3. V. Acharya
4. Hao Zhou
5. Yuhang Xing

Papers from Lei Zhao's perspective

Ordered by how strongly the researchers Lei Zhao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Systemic Risk Contributions (Journal of financial services research)
2. Default Risk in Equity Returns
3. Deciphering the Liquidity and Credit Crunch 2007-08
4. A framework for assessing the systemic risk of major financial institutions
5. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
6. Dynamic Conditional Correlation
7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
8. Multi-Period Corporate Default Prediction With Stochastic Covariates
9. Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS
10. Explaining bank distress in Eastern European transition economies.

Their papers

• Systemic Risk and Bank Size (2018) — 139 citations