Option-implied currency risk premia JW Jurek, Z Xu Available at SSRN 2338585, 2014 | 44 | 2014 |
A reduced form CoCo model with deterministic conversion intensity P Cheridito, Z Xu Available at SSRN 2254403, 2014 | 32 | 2014 |
Pricing and hedging CoCos P Cheridito, Z Xu Available at SSRN 2201364, 2015 | 23 | 2015 |
(Systematic) Investing in Emerging Market Debt J Brooks, SA Richardson, Z Xu Available at SSRN 3531590, 2020 | 9 | 2020 |
The complexity of liquidity: The extraordinary case of sovereign bonds J Boudoukh, J Brooks, M Richardson, Z Xu National Bureau of Economic Research, 2016 | 7 | 2016 |
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 | 6 | 2021 |
The Complexity of Liquidity J Boudoukh, J Brooks, M Katz, M Richardson, Z Xu Working paper, 2017 | 1 | 2017 |
Currency Crashes, Tail Risk and Contingent Capital Z Xu Princeton, NJ: Princeton University, 2016 | | 2016 |