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Xin Zhang

Not to be confused with: Xin Zhang, Xin Zhang

Personal Details

First Name:Xin
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh373
[This author has chosen not to make the email address public]
http://sites.google.com/site/zhangxinphd/

Affiliation

Sveriges Riksbank

Stockholm, Sweden
http://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
  2. Jens H. E. Christensen & Nikola Mirkov & Xin Zhang, 2023. "Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia," Working Paper Series 2023-23, Federal Reserve Bank of San Francisco.
  3. Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019. "Spread the Word: International Spillovers from Central Bank Communication," BIS Working Papers 824, Bank for International Settlements.
  4. Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang, 2019. "Risk endogeneity at the lender/investor-of-last-resort," BIS Working Papers 766, Bank for International Settlements.
  5. Xin Zhang & Christoph Bertsch & Isaiah Hull, 2017. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," 2017 Meeting Papers 442, Society for Economic Dynamics.
  6. Li, Jieying & Zhang, Xin, 2017. "House Prices, Home Equity, and Personal Debt Composition," Working Paper Series 343, Sveriges Riksbank (Central Bank of Sweden).
  7. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).
  8. Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
  9. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015. "Modeling financial sector joint tail risk in the euro area," Working Paper Series 1837, European Central Bank.
  10. Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013. "Conditional euro area sovereign default risk," Working Paper Series 269, Sveriges Riksbank (Central Bank of Sweden).
  11. Andre Lucas & Bernd Schwaab & Xin Zhang, 2013. "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics," Tinbergen Institute Discussion Papers 13-063/IV/DSF56, Tinbergen Institute, revised 13 Oct 2014.
  12. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2013. "Conditional and joint credit risk," Working Paper Series 1621, European Central Bank.
  13. Xin Zhang & Bernd Schwaab & Andre Lucas, 2011. "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers 11-176/2/DSF29, Tinbergen Institute, revised 28 Jun 2012.
  14. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.

Articles

  1. André Lucas & Bernd Schwaab & Xin Zhang, 2017. "Modeling Financial Sector Joint Tail Risk in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 171-191, January.
  2. Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  3. André Lucas & Bernd Schwaab & Xin Zhang, 2014. "Conditional Euro Area Sovereign Default Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 271-284, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 18 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-RMG: Risk Management (9) 2011-12-19 2013-05-19 2013-06-30 2014-04-05 2015-04-25 2015-04-25 2015-09-18 2015-10-10 2015-10-10. Author is listed
  2. NEP-BAN: Banking (8) 2013-05-19 2013-06-30 2014-04-05 2015-04-25 2017-11-19 2023-09-11 2024-05-13 2024-05-13. Author is listed
  3. NEP-MON: Monetary Economics (7) 2016-05-21 2017-08-27 2018-10-29 2019-12-09 2023-09-11 2024-05-13 2024-05-13. Author is listed
  4. NEP-EEC: European Economics (6) 2011-12-19 2013-05-19 2013-06-30 2015-10-10 2023-09-11 2024-05-13. Author is listed
  5. NEP-MAC: Macroeconomics (6) 2016-05-21 2017-08-27 2017-11-19 2018-09-03 2018-10-29 2019-12-09. Author is listed
  6. NEP-CBA: Central Banking (5) 2013-06-30 2018-10-29 2019-02-25 2019-12-09 2023-09-11. Author is listed
  7. NEP-ECM: Econometrics (3) 2015-04-25 2015-04-25 2015-09-18
  8. NEP-BIG: Big Data (2) 2018-10-29 2019-12-09
  9. NEP-EUR: Microeconomic European Issues (2) 2017-11-19 2018-09-03
  10. NEP-FOR: Forecasting (2) 2015-04-25 2015-10-10
  11. NEP-OPM: Open Economy Macroeconomics (2) 2019-12-09 2024-05-13
  12. NEP-ORE: Operations Research (2) 2014-11-22 2015-10-10
  13. NEP-URE: Urban and Real Estate Economics (2) 2017-11-19 2018-09-03
  14. NEP-FMK: Financial Markets (1) 2015-10-10
  15. NEP-IFN: International Finance (1) 2019-12-09

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