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Xu Zhikai
Xu Zhikai
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Title
Cited by
Cited by
Year
Option-implied currency risk premia
JW Jurek, Z Xu
Available at SSRN 2338585, 2014
442014
A reduced form CoCo model with deterministic conversion intensity
P Cheridito, Z Xu
Available at SSRN 2254403, 2014
322014
Pricing and hedging CoCos
P Cheridito, Z Xu
Available at SSRN 2201364, 2015
232015
(Systematic) Investing in Emerging Market Debt
J Brooks, SA Richardson, Z Xu
Available at SSRN 3531590, 2020
92020
The complexity of liquidity: The extraordinary case of sovereign bonds
J Boudoukh, J Brooks, M Richardson, Z Xu
National Bureau of Economic Research, 2016
72016
Sovereign credit quality and violations of the law of one price
J Boudoukh, J Brooks, M Richardson, Z Xu
Review of Finance 25 (5), 1581-1607, 2021
62021
The Complexity of Liquidity
J Boudoukh, J Brooks, M Katz, M Richardson, Z Xu
Working paper, 2017
12017
Currency Crashes, Tail Risk and Contingent Capital
Z Xu
Princeton, NJ: Princeton University, 2016
2016
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Articles 1–8