Xin Zhang

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

  • Sveriges Riksbank - Research Division

SCHOLARLY PAPERS

9

DOWNLOADS

593

SSRN CITATIONS
Rank 25,676

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Top 25,676

in Total Papers Citations

22

CROSSREF CITATIONS

14

Scholarly Papers (9)

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1.

Modeling Financial Sector Joint Tail Risk in the Euro Area

Downloads 36 (119,749)
Citation 7

Modeling Financial Sector Joint Tail Risk in the Euro Area

Riksbank Research Paper Series No. 132, Sveriges Riksbank Working Paper Series No. 308
Number of pages: 36 Posted: 22 Dec 2015
Andre Lucas, Bernd Schwaab and Xin Zhang
Vrije Universiteit Amsterdam - School of Business and Economics, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 19 (724,873)

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dynamic equicorrelation, generalized hyperbolic distribution, law of large numbers, large portfolio approximation

Modeling Financial Sector Joint Tail Risk in the Euro Area

ECB Working Paper No. 1837
Number of pages: 48 Posted: 26 Aug 2015
Andre Lucas, Bernd Schwaab and Xin Zhang
Vrije Universiteit Amsterdam - School of Business and Economics, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 17 (742,266)

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Dynamic panel data; Time-invariant variables; Two-stage estimation; System GMM; Dynamic gravity equation

2.

Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting

Downloads 79 (224,282)
Citation 10

Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting

Riksbank Research Paper Series No. 133, Sveriges Riksbank Working Paper Series No. 309
Number of pages: 35 Posted: 22 Dec 2015
Andre Lucas and Xin Zhang
Vrije Universiteit Amsterdam - School of Business and Economics and Sveriges Riksbank - Research Division
Downloads 79 (418,696)
Citation 7

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dynamic volatilities, dynamic higher-order moments, integrated generalized autoregressive score models, Exponentially Weighted Moving Average (EWMA), Value-at-Risk (VaR)

3.

Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending

International Journal of Central Banking, Forthcoming.
Number of pages: 48 Posted: 23 May 2016 Last Revised: 12 Dec 2020
Christoph Bertsch, Isaiah Hull and Xin Zhang
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank - Research Division
Downloads 152 (264,532)
Citation 1

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monetary normalization, monetary policy signaling, consumer loans, credit risk

4.

Modeling Extreme Events: Time-Varying Extreme Tail Shape

Downloads 50 (383,430)

Modeling Extreme Events: Time-Varying Extreme Tail Shape

ECB Working Paper No. 2021/2524
Number of pages: 66 Posted: 05 Mar 2021
Bernd Schwaab, Andre Lucas and Xin Zhang
European Central Bank (ECB) - Directorate General Research, Vrije Universiteit Amsterdam - School of Business and Economics and Sveriges Riksbank - Research Division
Downloads 50 (528,739)

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5.

House Prices, Home Equity, and Personal Debt Composition

Riksbank Research Paper Series No. 167, Sveriges Riksbank Working Paper Series No. 343
Number of pages: 44 Posted: 07 Nov 2019
Jieying Li and Xin Zhang
Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 86 (394,315)
Citation 4

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Household Decision, Personal Debt Management, Credit Constraint, Cash-out Refinancing, Entrepreneurship

6.

Bank Misconduct and Online Lending

Journal of Banking and Finance, Vol. 116, July 2020, Sveriges Riksbank, Working Paper Series, November 2017
Number of pages: 63 Posted: 06 Jan 2021 Last Revised: 08 Jan 2021
Christoph Bertsch, Isaiah Hull, Yingjie Qi and Xin Zhang
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division, Copenhagen Business School and Sveriges Riksbank - Research Division
Downloads 68 (449,645)
Citation 2

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Financial development, Consumer loans, Bank misconduct, FinTech

7.

Spread the Word: International Spillovers from Central Bank Communication

Downloads 51 (453,163)
Citation 3

Spread the Word: International Spillovers from Central Bank Communication

Journal of International Money and Finance, Vol. 103, May 2020, Sveriges Riksbank Working Paper Series No. 357
Number of pages: 51 Posted: 02 Nov 2018 Last Revised: 12 Dec 2020
Hanna Armelius, Christoph Bertsch, Isaiah Hull and Xin Zhang
Sveriges Riksbank - Ministry of Finance (Sweden), Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank - Research Division
Downloads 42 (568,399)
Citation 1

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communication, monetary policy, international policy transmission

Spread the Word: International Spillovers from Central Bank Communication

Sveriges Riksbank Working Paper Series No. 357
Number of pages: 49 Posted: 10 Nov 2018
Hanna Armelius, Christoph Bertsch, Isaiah Hull and Xin Zhang
Sveriges Riksbank - Ministry of Finance (Sweden), Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank - Research Division
Downloads 9 (818,821)

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communication, monetary policy, international policy transmission

8.

Conditional and Joint Credit Risk

ECB Working Paper No. 1621
Number of pages: 39 Posted: 14 Dec 2013
Andre Lucas, Bernd Schwaab and Xin Zhang
Vrije Universiteit Amsterdam - School of Business and Economics, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 41 (561,986)

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sovereign credit risk; higher order moments; time-varying parameters; financial stability

9.

Risk Endogeneity at the Lender/Investor-of-Last-Resort

Downloads 30 (623,371)

Risk Endogeneity at the Lender/Investor-of-Last-Resort

ECB Working Paper No. 2225 (2019); ISBN 978-92-899-3487-9
Number of pages: 60 Posted: 01 Feb 2019
Diego Caballero, Andre Lucas, Bernd Schwaab and Xin Zhang
European Central Bank (ECB), Vrije Universiteit Amsterdam - School of Business and Economics, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 17 (742,266)

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credit risk, risk measurement, central bank, lender-of-last-resort, unconventional monetary policy

Risk Endogeneity at the Lender/Investor-of-Last-Resort

BIS Working Paper No. 766
Number of pages: 48 Posted: 13 Feb 2019
Diego Caballero, Andre Lucas, Bernd Schwaab and Xin Zhang
European Central Bank (ECB), Vrije Universiteit Amsterdam - School of Business and Economics, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 13 (779,392)

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credit risk, risk measurement, central bank, lender-of-last-resort, unconventional monetary policy