Xin Zhang
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author of:
- Risk endogeneity at the lender/investor-of-last-resort
BIS Working Papers, Bank for International Settlements (2019)
by Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang
(ReDIF-paper, bis:biswps:766) - Spread the Word: International Spillovers from Central Bank Communication
BIS Working Papers, Bank for International Settlements (2019)
by Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang
(ReDIF-paper, bis:biswps:824) - Conditional and joint credit risk
Working Paper Series, European Central Bank (2013)
by Schwaab, Bernd & Lucas, André & Zhang, Xin
(ReDIF-paper, ecb:ecbwps:20131621) - Modeling financial sector joint tail risk in the euro area
Working Paper Series, European Central Bank (2015)
by Schwaab, Bernd & Lucas, André & Zhang, Xin
(ReDIF-paper, ecb:ecbwps:20151837) - Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
International Journal of Forecasting, Elsevier (2016)
by Lucas, André & Zhang, Xin
(ReDIF-article, eee:intfor:v:32:y:2016:i:2:p:293-302) - Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia
Working Paper Series, Federal Reserve Bank of San Francisco (2023)
by Jens H. E. Christensen & Nikola Mirkov & Xin Zhang
(ReDIF-paper, fip:fedfwp:96602) - Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy
Working Paper Series, Federal Reserve Bank of San Francisco (2024)
by Jens H. E. Christensen & Xin Zhang
(ReDIF-paper, fip:fedfwp:98075) - Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy
Working Paper Series, Federal Reserve Bank of San Francisco (2024)
by Jens H. E. Christensen & Xin Zhang
(ReDIF-paper, fip:fedfwp:98076) - Conditional euro area sovereign default risk
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2013)
by Lucas, André & Schwaab, Bernd & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0269) - Modeling financial sector joint tail risk in the euro area
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015)
by Lucas, André & Schwaab, Bernd & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0308) - Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015)
by Lucas, André & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0309) - Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2016)
by Bertsch, Christoph & Hull, Isaiah & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0319) - House Prices, Home Equity, and Personal Debt Composition
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2017)
by Li, Jieying & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0343) - Spread the Word: International Spillovers from Central Bank Communication
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2018)
by Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin
(ReDIF-paper, hhs:rbnkwp:0357) - Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Xin Zhang & Christoph Bertsch & Isaiah Hull
(ReDIF-paper, red:sed017:442) - House Prices, Home Equity, and Personal Debt Composition
2018 Meeting Papers, Society for Economic Dynamics (2018)
by Jieying Li & Xin Zhang
(ReDIF-paper, red:sed018:661) - Conditional Euro Area Sovereign Default Risk
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by André Lucas & Bernd Schwaab & Xin Zhang
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:2:p:271-284) - Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas
(ReDIF-paper, tin:wpaper:20110078) - Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
by Xin Zhang & Bernd Schwaab & Andre Lucas
(ReDIF-paper, tin:wpaper:20110176) - Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
by Andre Lucas & Bernd Schwaab & Xin Zhang
(ReDIF-paper, tin:wpaper:20130063) - Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
by André Lucas & Xin Zhang
(ReDIF-paper, tin:wpaper:20140092) - Modeling Financial Sector Joint Tail Risk in the Euro Area
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017)
by André Lucas & Bernd Schwaab & Xin Zhang
(ReDIF-article, wly:japmet:v:32:y:2017:i:1:p:171-191)