Xin Zhang

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

SCHOLARLY PAPERS

7

DOWNLOADS

375

SSRN CITATIONS
Rank 23,535

SSRN RANKINGS

Top 23,535

in Total Papers Citations

21

CROSSREF CITATIONS

15

Scholarly Papers (7)

Modeling Financial Sector Joint Tail Risk in the Euro Area

Riksbank Research Paper Series No. 132
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 18 (596,502)
Citation 5

Abstract:

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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 16 (610,567)

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

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

Riksbank Research Paper Series No. 133
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 77 (340,877)
Citation 4

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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

Sveriges Riksbank Working Paper Series No. 319
Number of pages: 48 Posted: 23 May 2016 Last Revised: 03 Jun 2017
Sveriges Riksbank - Research Division, Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 132 (234,971)
Citation 1

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

4.

House Prices, Home Equity, and Personal Debt Composition

Riksbank Research Paper Series No. 167
Number of pages: 44 Posted: 07 Nov 2019
Jieying Li and Xin Zhang
Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 44 (441,865)
Citation 2

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

Spread the Word: International Spillovers from Central Bank Communication

Riksbank Research Paper Series No. 180
Number of pages: 51 Posted: 02 Nov 2018
Sveriges Riksbank - Ministry of Finance (Sweden), Sveriges Riksbank - Research Division, Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 21 (575,472)
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
Sveriges Riksbank - Ministry of Finance (Sweden), Sveriges Riksbank - Research Division, Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 6 (685,928)

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communication, monetary policy, international policy transmission

6.

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 37 (471,214)

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sovereign credit risk; higher order moments; time-varying parameters; ļ¬nancial stability

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
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 15 (617,853)

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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
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 9 (662,940)

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