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Number of items: 3.
Ye, Xiaoxia 
ORCID: 0000-0002-5024-6186, Yu, Fan and Zhao, Ran ORCID: 0000-0001-8502-0024
(2022)
Credit Derivatives and Corporate Default Prediction.
Journal of Banking & Finance, 138.
p. 106418.
Zhang, Zehua and Zhao, Ran ORCID: 0000-0001-8502-0024
(2022)
Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry.
QUANTITATIVE FINANCE, 23 (1).
pp. 35-51.
Imerman, Michael B, Ye, Xiaoxia and Zhao, Ran ORCID: 0000-0001-8502-0024
(2023)
Voluntary Disclosures and Climate Change Uncertainty: Evidence from CDS Premiums.
[Preprint]