Xin Zhang
Names
Contact
Affiliations
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Sveriges Riksbank
- website
- location: Stockholm, Sweden
Research profile
author of:
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Conditional and joint credit risk
by Schwaab, Bernd & Lucas, André & Zhang, Xin
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Conditional euro area sovereign default risk
by Lucas, André & Schwaab, Bernd & Zhang, Xin
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Conditional Euro Area Sovereign Default Risk
by André Lucas & Bernd Schwaab & Xin Zhang
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Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
by Andre Lucas & Bernd Schwaab & Xin Zhang
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Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas
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Modeling financial sector joint tail risk in the euro area
by Schwaab, Bernd & Lucas, André & Zhang, Xin
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Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
by Lucas, André & Zhang, Xin
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Modeling financial sector joint tail risk in the euro area
by Lucas, André & Schwaab, Bernd & Zhang, Xin
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Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
by André Lucas & Xin Zhang
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Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market
by Bertsch, Christoph & Hull, Isaiah & Zhang, Xin
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Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
by Xin Zhang & Bernd Schwaab & Andre Lucas
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Spread the Word: International Spillovers from Central Bank Communication
by Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin
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House Prices, Home Equity, and Personal Debt Composition
by Li, Jieying & Zhang, Xin
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Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
by Xin Zhang & Christoph Bertsch & Isaiah Hull
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House Prices, Home Equity, and Personal Debt Composition
by Jieying Li & Xin Zhang
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Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
by Lucas, André & Zhang, Xin
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Modeling Financial Sector Joint Tail Risk in the Euro Area
by André Lucas & Bernd Schwaab & Xin Zhang