Xin Zhang
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Research profile
author of:
- Risk endogeneity at the lender/investor-of-last-resort (RePEc:bis:biswps:766)
by Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang - Spread the Word: International Spillovers from Central Bank Communication (RePEc:bis:biswps:824)
by Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang - Conditional and joint credit risk (RePEc:ecb:ecbwps:20131621)
by Schwaab, Bernd & Lucas, André & Zhang, Xin - Modeling financial sector joint tail risk in the euro area (RePEc:ecb:ecbwps:20151837)
by Schwaab, Bernd & Lucas, André & Zhang, Xin - Score-driven exponentially weighted moving averages and Value-at-Risk forecasting (RePEc:eee:intfor:v:32:y:2016:i:2:p:293-302)
by Lucas, André & Zhang, Xin - Central Bank Bond Purchases and the Price of Safety (RePEc:fip:fedfel:103412)
by Jens H. E. Christensen & Nikola Mirkov & Xin Zhang - Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia (RePEc:fip:fedfwp:96602)
by Jens H. E. Christensen & Nikola Mirkov & Xin Zhang - Unknown item RePEc:fip:fedfwp:98075 (paper)
- Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy (RePEc:fip:fedfwp:98076)
by Jens H. E. Christensen & Xin Zhang - Conditional euro area sovereign default risk (RePEc:hhs:rbnkwp:0269)
by Lucas, André & Schwaab, Bernd & Zhang, Xin - Modeling financial sector joint tail risk in the euro area (RePEc:hhs:rbnkwp:0308)
by Lucas, André & Schwaab, Bernd & Zhang, Xin - Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting (RePEc:hhs:rbnkwp:0309)
by Lucas, André & Zhang, Xin - Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market (RePEc:hhs:rbnkwp:0319)
by Bertsch, Christoph & Hull, Isaiah & Zhang, Xin - House Prices, Home Equity, and Personal Debt Composition (RePEc:hhs:rbnkwp:0343)
by Li, Jieying & Zhang, Xin - Spread the Word: International Spillovers from Central Bank Communication (RePEc:hhs:rbnkwp:0357)
by Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin - Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending (RePEc:red:sed017:442)
by Xin Zhang & Christoph Bertsch & Isaiah Hull - House Prices, Home Equity, and Personal Debt Composition (RePEc:red:sed018:661)
by Jieying Li & Xin Zhang - Conditional Euro Area Sovereign Default Risk (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284)
by André Lucas & Bernd Schwaab & Xin Zhang - Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails (RePEc:tin:wpaper:20110078)
by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas - Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk (RePEc:tin:wpaper:20110176)
by Xin Zhang & Bernd Schwaab & Andre Lucas - Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics (RePEc:tin:wpaper:20130063)
by Andre Lucas & Bernd Schwaab & Xin Zhang - Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting (RePEc:tin:wpaper:20140092)
by André Lucas & Xin Zhang - Modeling Financial Sector Joint Tail Risk in the Euro Area (RePEc:wly:japmet:v:32:y:2017:i:1:p:171-191)
by André Lucas & Bernd Schwaab & Xin Zhang