Xin Zhang

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

SCHOLARLY PAPERS

10

DOWNLOADS

1,183

SSRN CITATIONS
Rank 19,446

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Top 19,446

in Total Papers Citations

51

CROSSREF CITATIONS

14

Scholarly Papers (10)

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, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 44 (737,549)

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, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 39 (773,793)
Citation 1

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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, Sveriges Riksbank Working Paper Series No. 309
Number of pages: 35 Posted: 22 Dec 2015
Andre Lucas and Xin Zhang
Vrije Universiteit Amsterdam and Sveriges Riksbank - Research Division
Downloads 106 (451,586)
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.

Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches

Number of pages: 52 Posted: 31 Oct 2022 Last Revised: 06 Jul 2023
Sveriges Riksbank - Research Division, BI Norwegian Business School, American University - Department of Finance and Real Estate and Sveriges Riksbank - Research Division
Downloads 204 (264,055)

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Natural Language Processing, Machine Learning, Central Bank Communication, Financial Stability

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 and Sveriges Riksbank - Research Division
Downloads 115 (427,839)

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5.

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
Sveriges Riksbank - Research Division, BI Norwegian Business School and Sveriges Riksbank - Research Division
Downloads 178 (298,265)
Citation 2

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

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
Sveriges Riksbank - Ministry of Finance (Sweden), Sveriges Riksbank - Research Division, BI Norwegian Business School and Sveriges Riksbank - Research Division
Downloads 89 (508,982)
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, BI Norwegian Business School and Sveriges Riksbank - Research Division
Downloads 32 (829,537)

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communication, monetary policy, international policy transmission

7.

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 116 (420,367)
Citation 3

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

8.

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
Sveriges Riksbank - Research Division, BI Norwegian Business School, Copenhagen Business School and Sveriges Riksbank - Research Division
Downloads 111 (434,111)
Citation 6

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Financial development, Consumer loans, Bank misconduct, FinTech

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, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 47 (717,111)

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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, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 34 (812,899)
Citation 2

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

10.

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, European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Downloads 68 (588,976)

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