Xin Zhang

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

SCHOLARLY PAPERS

9

DOWNLOADS

593

SSRN CITATIONS
Rank 25,676

SSRN RANKINGS

Top 25,676

in Total Papers Citations

22

CROSSREF CITATIONS

14

Scholarly Papers (9)

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

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
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

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
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

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, 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
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; 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 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
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