Haibin Zhu

This author no longer works for the BIS.

5 items

March 2014	The impact of CDS trading on the bond market: Evidence from Asia by Haibin Zhu and Ilhyock Shim in Journal of Banking and Finance
2014	Countercyclical loan loss provisioning in Asia by Frank Packer, Haibin Zhu and Jimmy Shek in SEACEN Financial Stability Journal
December 2012	Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? by Claudio Borio and Haibin Zhu in Journal of Financial Stability
Summer 2008	The pricing of correlated default risk: evidence from the credit derivatives market by Haibin Zhu and Nikola Tarashev in Journal of Fixed Income
June 2008	Specification and calibration errors in measures of portfolio credit risk: the case of the ASRF model by Haibin Zhu and Nikola Tarashev in International Journal of Central Banking