Gaiyan Zhang

University of California, Irvine

Campus Drive

Irvine, CA 62697-3125

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 23,737

in Total Papers Citations

35

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.
Downloads 872 ( 19,832)
Citation 49

Credit Contagion from Counterparty Risk

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 30 Dec 2008
Philippe Jorion and Gaiyan Zhang
University of California, Irvine - Paul Merage School of Business and University of California, Irvine
Downloads 872 (32,133)
Citation 1

Abstract:

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credit risk, counterparty risk, contagion

2.

Intra-Industry Credit Contagion: Evidence from the Credit Default Swap and Stock Markets

AFA 2007 Chicago Meetings Paper
Number of pages: 39 Posted: 16 Jan 2006
Gaiyan Zhang and Philippe Jorion
University of California, Irvine and University of California, Irvine - Paul Merage School of Business
Downloads 727 (41,838)

Abstract:

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credit default swaps, bankruptcy, contagion, market reaction, event study

3.

Intra-Industry Credit Contagion: Evidence from the Credit Default Swap Market and the Stock Market

Number of pages: 59 Posted: 14 May 2004
Gaiyan Zhang
University of California, Irvine
Downloads 609 (52,833)
Citation 5

Abstract:

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