Concepedia

Xiaolin Cheng

XC

7

Publications

371

Citations

7

H-Index

2005

Active since

Affiliations

Rutgers, The State University of New Jersey(Current)

Fordham University

Moody's Corporation (United States)

Rutgers Sexual and Reproductive Health and Rights

Xiaolin Cheng is an author at Rutgers, The State University of New Jersey specializing in economics, business, and finance.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsCredit Default SwapsManagementAsset PricingFinancial CrisisEmpirical FinanceFinancial Risk Management

Publications per year

2005–2011

7

Publications

7

Pricing the term structure of inflation risk premia: Theory and evidence from TIPS

Ren‐Raw Chen, Bo Liu, Xiaolin Cheng · Journal of Empirical Finance · 2010 · 84 citations

Empirical Finance, Economics, Term Structure Model +8

Exploring the components of credit risk in credit default swaps

Frank J. Fabozzi, Xiaolin Cheng, Ren‐Raw Chen · Finance research letters · 2006 · 68 citations

Economics, Financial Economics, Financial Risk Management +8

An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors

Ren‐Raw Chen, Xiaolin Cheng, Frank J. Fabozzi et al. · Journal of Financial and Quantitative Analysis · 2008 · 68 citations

Empirical Finance, Economics, Financial Economics +15

Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure*

Ren‐Raw Chen, Xiaolin Cheng, Liuren Wu · European Finance Review · 2011 · 59 citations · Full text

Dynamic Interactions Between Interest Rate, Credit, and Liquidity Risks: Theory and Evidence from the Term Structure of Credit Default Swap Spreads

Ren‐Raw Chen, Xiaolin Cheng, Liuren Wu · SSRN Electronic Journal · 2005 · 49 citations · Full text

Rows per page

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