Xin Zhang

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

  • Sveriges Riksbank - Research Division

SCHOLARLY PAPERS

7

DOWNLOADS

375

SSRN CITATIONS
Rank 23,535

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Top 23,535

in Total Papers Citations

21

CROSSREF CITATIONS

15

Scholarly Papers (7)

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1.

Modeling Financial Sector Joint Tail Risk in the Euro Area

Downloads 34 ( 94,303)
Citation 12

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

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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

2.

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

Downloads 77 (193,680)
Citation 6

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
Christoph Bertsch, Isaiah Hull and Xin Zhang
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

5.

Spread the Word: International Spillovers from Central Bank Communication

Downloads 27 (471,214)
Citation 1

Spread the Word: International Spillovers from Central Bank Communication

Riksbank Research Paper Series No. 180
Number of pages: 51 Posted: 02 Nov 2018
Hanna Armelius, Christoph Bertsch, Isaiah Hull and Xin Zhang
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
Hanna Armelius, Christoph Bertsch, Isaiah Hull and Xin Zhang
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; financial stability

7.

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

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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 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
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 9 (662,940)

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