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Shihao Yu

Personal Details

First Name:Shihao
Middle Name:
Last Name:Yu
Suffix:
RePEc Short-ID:pyu359
http://www.shihaoyu.org

Affiliation

Columbia University, Department of Industrial Engineering and Operations Research (Columbia University, Department of Industrial Engineering and Operations Research)

https://www.ieor.columbia.edu/
New York

Research output

as
Jump to: Working papers

Working papers

  1. Wenqian Huang & Albert Menkveld & Shihao Yu, 2019. "Central counterparty exposure in stressed markets," BIS Working Papers 833, Bank for International Settlements.

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. Wenqian Huang & Albert Menkveld & Shihao Yu, 2019. "Central counterparty exposure in stressed markets," BIS Working Papers 833, Bank for International Settlements.

    Cited by:

    1. Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024. "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 237-273.

More information

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Statistics

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Co-authorship network on CollEc

Corrections

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