Concepedia
Statistics
Publications
10
Citations
570
H-Index
Active since
2001
Affiliations
Morgan Stanley (United States)(Current)
University at Buffalo, State University of New York
Fox College
City University of Macau
City University of Seattle
Frank Xiaoling Zhang is an author at Morgan Stanley (United States) specializing in finance, financial economics, and business.
Publications per year
2001–2008
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
Gurdip Bakshi, Dilip B. Madan, Frank Xiaoling Zhang · SSRN Electronic Journal · 2003 · 128 citations · Full text
Business, Economics, Finance +17
Investigating the Role of Systematic and Firm‐Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models*
Gurdip Bakshi, Dilip B. Madan, Frank Xiaoling Zhang · The Journal of Business · 2006 · 115 citations
Management, Finance, Risk Management +17
A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure
Liuren Wu, Frank Xiaoling Zhang · Management Science · 2008 · 76 citations
Finance and Economics Discussion Series
Liuren Wu, Frank Xiaoling Zhang · 2005 · 62 citations
Business, Economics, Finance +15
What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data
Frank Xiaoling Zhang · SSRN Electronic Journal · 2003 · 56 citations · Full text
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