Xiangjin Shen

Personal Details

First Name:	Xiangjin
Middle Name:
Last Name:	Shen
Suffix:
RePEc Short-ID:	psh629
	[This author has chosen not to make the email address public]

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (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. Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay, 2022. "Assessing Climate-Related Financial Risk: Guide to Implementation of Methods," Technical Reports 120, Bank of Canada.

   Cited by:

   1. Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva, 2023. "Transmission to a low-carbon economy and its implications for financial stability in Russia," Bank of Russia Working Paper Series wps109, Bank of Russia.
   2. Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023. "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers 2023-32, Bank of Canada.

2. Charles Gaa & Xuezhi Liu & Cameron MacDonald & Xiangjin Shen, 2019. "Assessing the Resilience of the Canadian Banking System," Staff Analytical Notes 2019-16, Bank of Canada.

   Cited by:

   1. Grzegorz Halaj & Sofia Priazhkina, 2021. "Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions," Staff Working Papers 21-35, Bank of Canada.
   2. Iulian Nicolae VASILOIU, 2019. "Expanding the Eurozone. The stage of economic convergence for Bulgaria, Czech Republic, Croatia, Hungary, Poland and Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(621), W), pages 5-18, Winter.

3. Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018. "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes 2018-36, Bank of Canada.

   Cited by:

   1. Hałaj, Grzegorz, 2020. "Resilience of Canadian banks to funding liquidity shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).

4. Elena Goldman & Xiangjin Shen, 2018. "Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement," Staff Working Papers 18-21, Bank of Canada.

   Cited by:

   1. Lorraine Muguto & Paul-Francois Muzindutsi, 2022. "A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets," JRFM, MDPI, vol. 15(2), pages 1-27, February.
   2. Dávid Zoltán Szabó & Kata Váradi, 2022. "Margin requirements based on a stochastic correlation model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1797-1820, October.

5. Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013. "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers 201308, Rutgers University, Department of Economics.

   Cited by:

   1. Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers 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-ECM: Econometrics (4) 2011-12-13 2013-07-20 2018-06-18 2022-07-25
2. NEP-BAN: Banking (2) 2019-05-27 2022-01-31
3. NEP-DCM: Discrete Choice Models (2) 2013-07-20 2022-07-25
4. NEP-ETS: Econometric Time Series (2) 2011-12-13 2018-06-18
5. NEP-MAC: Macroeconomics (2) 2019-05-27 2019-05-27
6. NEP-ORE: Operations Research (2) 2011-12-13 2013-07-20
7. NEP-CFN: Corporate Finance (1) 2022-01-31
8. NEP-ENE: Energy Economics (1) 2022-01-31
9. NEP-ENV: Environmental Economics (1) 2022-01-31
10. NEP-FDG: Financial Development and Growth (1) 2022-01-31
11. NEP-FOR: Forecasting (1) 2011-12-13
12. NEP-PPM: Project, Program and Portfolio Management (1) 2022-01-31

Corrections

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