Concepedia

Jun Yang

JY

Statistics

Publications

8

Citations

342

H-Index

8

Active since

2010

Affiliations

Bank of Canada(Current)

Simon Fraser University

University of Delaware

National Bureau of Economic Research

Massachusetts Institute of Technology

Jun Yang is an author at Bank of Canada specializing in business, finance, and management.

Top concepts

FinanceBusinessManagementCredit RiskFinancial CrisisFinancial Risk ManagementEconomicsAccountingAsset PricingRisk Management

Publications per year

2010–2021

8

Publications

8

Systematic risk, debt maturity, and the term structure of credit spreads

Hui Chen, Yu Xu, Jun Yang · Journal of Financial Economics · 2020 · 128 citations

Term Structure Model, Financial Economics, Financial Risk Management +10

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Hui Chen, Yu Xu, Jun Yang · SSRN Electronic Journal · 2012 · 90 citations · Full text

Term Structure Model, Financial Economics, Financial Risk Management +10

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Hui Chen, Yu Xu, Jun Yang · 2012 · 48 citations · Full text

Vulnerable American options

Peter G. Klein, Jun Yang · Managerial Finance · 2010 · 25 citations

Option Pricing, Economics, Public Policy +15

A study of credit risk of Chinese listed companies: ZPP versus KMV

Lili Li, Jun Yang, Xin Zou · Applied Economics · 2016 · 15 citations

Empirical Finance, Financial Risk Management, Credit Risk +18

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