Yang Li

Personal Details

First Name:	Yang
Middle Name:
Last Name:	Li
Suffix:
RePEc Short-ID:	pli1041
	https://sites.google.com/site/yanglinankai/
	(86) 13810177850
Terminal Degree:	2016 Department of Economics; Rutgers University-New Brunswick (from RePEc Genealogy)

Affiliation

School of Finance
Nankai University

Tianjin, China
http://finance.nankai.edu.cn/
RePEc:edi:sfnancn (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Yang Li, 2016. "Asset Returns and Financial Fragility," Departmental Working Papers 201601, Rutgers University, Department of Economics.
   • Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.

   Cited by:

   1. Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," ECONtribute Discussion Papers Series 049, University of Bonn and University of Cologne, Germany.
      • Keister, Todd & Mitkov, Yuliyan, 2023. "Allocating losses: Bail-ins, bailouts and bank regulation," Journal of Economic Theory, Elsevier, vol. 210(C).
      • Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," CRC TR 224 Discussion Paper Series crctr224_2020_091, University of Bonn and University of Mannheim, Germany.
   2. Ahnert, Toni & Anand, Kartik & Koenig, Philipp, 2023. "Real Interest Rates, Bank Borrowing, and Fragility," CEPR Discussion Papers 17793, C.E.P.R. Discussion Papers.
      • Ahnert, Toni & Anand, Kartik & König, Philipp Johann, 2022. "Real interest rates, bank borrowing, and fragility," Discussion Papers 48/2022, Deutsche Bundesbank.
      • Toni Ahnert & Kartik Anand & Philipp Johann König, 2024. "Real Interest Rates, Bank Borrowing, and Fragility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1545-1571, September.
      • Ahnert, Toni & Anand, Kartik & König, Philipp Johann, 2022. "Real interest rates, bank borrowing, and fragility," Working Paper Series 2755, European Central Bank.
   3. Ryuichiro Izumi, 2021. "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 146-169, April.
      • Ryuichiro Izumi, 2019. "Opacity: Insurance and Fragility," Wesleyan Economics Working Papers 2019-005, Wesleyan University, Department of Economics.
      • Ryuichiro Izumi, 2020. "Code and data files for "Opacity: Insurance and Fragility"," Computer Codes 19-51, Review of Economic Dynamics.
   4. Gao, Jiahong & Reed, Robert R., 2021. "Sunspot bank runs and fragility: The role of financial sector competition," European Economic Review, Elsevier, vol. 139(C).
   5. Ryuichiro Izumi & Yang LI, 2024. "Rapid Bank Runs and Delayed Policy Responses," Wesleyan Economics Working Papers 2024-006, Wesleyan University, Department of Economics.
   6. Ryuichiro Izumi & Yang Li, 2021. "Financial Stability with Fire Sale Externalities," Wesleyan Economics Working Papers 2021-002, Wesleyan University, Department of Economics.
   7. Gao, Jiahong & Reed, Robert R., 2024. "Increasing returns to scale and financial fragility," Journal of Mathematical Economics, Elsevier, vol. 111(C).
   8. Sim, Khai Zhi, 2023. "Monetary and fiscal coordination in preventing bank failures and financial contagion," Journal of Macroeconomics, Elsevier, vol. 75(C).
   9. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).

Articles

1. Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.
   • Yang Li, 2016. "Asset Returns and Financial Fragility," Departmental Working Papers 201601, Rutgers University, Department of Economics.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CFN: Corporate Finance (1) 2016-02-29. Author is listed
2. NEP-FMK: Financial Markets (1) 2016-02-29. Author is listed

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