Zhichao Zhang

Durham University - Durham Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

28

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Top 9,089

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5,131

SSRN CITATIONS
Rank 45,247

SSRN RANKINGS

Top 45,247

in Total Papers Citations

4

CROSSREF CITATIONS

7

Scholarly Papers (28)

1.

Handling the Global Financial Crisis: Chinese Strategy and Policy Response

Number of pages: 44 Posted: 14 Apr 2009 Last Revised: 04 May 2009
Zhichao Zhang, Wei Li and Nan Shi
Durham University - Durham Business School, East China Normal University (ECNU) and Durham University - Durham Business School
Downloads 1,264 (15,490)
Citation 2

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China, financial crisis, international policy coordination, regional finanical cooperation

2.

Forecasting Financial Volatility: Evidence from Chinese Stock Market

Durham Business School Working Paper No. 06/02
Number of pages: 31 Posted: 23 May 2006
Zhichao Zhang and Hongyu Pan
Durham University - Durham Business School and University of International Business and Economics
Downloads 657 (39,544)
Citation 3

Abstract:

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GARCH model, Volatility Forecasting, Value-at-risk, Back-testing

3.

Capital Controls in China: Recent Developments and Reform Prospects

Number of pages: 41 Posted: 23 Feb 2006
Zhichao Zhang
Durham University - Durham Business School
Downloads 643 (40,731)

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Capital controls, Currency convertibility, Financial liberalisation, Economic reforms, the Chinese Economy

4.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Durham Working Paper in Economics and Finance No. 06/04
Number of pages: 49 Posted: 28 Oct 2006
Xinwei Zheng and Zhichao Zhang
Department of Finance and Durham University - Durham Business School
Downloads 473 (60,452)
Citation 5

Abstract:

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Liquidity determination, Commonality in liquidity, Emerging markets

5.

China's Foreign Exchange Policy in a Time of Change

Durham East Asian Paper No. 11
Number of pages: 23 Posted: 07 Nov 2006
Zhichao Zhang
Durham University - Durham Business School
Downloads 375 (79,762)

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China's exchange rate policy, Currency convertibility, capital controls

6.

Financial Anomalies in Emerging Markets: The Case of China

Euromed Marseille Working Paper No. 13
Number of pages: 20 Posted: 25 Jun 2007
Zhichao Zhang, Wang Hua and Wai Sun
Durham University - Durham Business School, Euromed Management and East China Normal University (ECNU) - Institute for Financial Research
Downloads 370 (81,039)
Citation 2

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financial anomalies, monthly effect, GARCH models, Chinese economy

7.

Optimal Foreign Reserves for China

Number of pages: 75 Posted: 25 Apr 2009 Last Revised: 07 Aug 2009
Zhichao Zhang, Wei Li and Yidan Guo
Durham University - Durham Business School, East China Normal University (ECNU) and Hunan University
Downloads 246 (126,365)

Abstract:

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Foreign reserves, optimisation approach, Chinese economy, financial crisis

8.

Renminbi Exchange Rate Exposure: Evidence from Chinese Industries

Number of pages: 33 Posted: 24 Aug 2011 Last Revised: 20 Mar 2019
Boyang Miao, Si Zhou, Jing Nie and Zhichao Zhang
Hei Longjiang University, Shanghai University, University of International Business and Economics (UIBE) and Durham University - Durham Business School
Downloads 199 (155,080)

Abstract:

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Exchange rate exposure, risk management, Chinese stock market

9.

China’s New Exchange Rate Regime, Optimal Basket Currency and Currency Diversification

BOFIT Discussion Paper No. 19/2011
Number of pages: 34 Posted: 22 Aug 2011
Zhichao Zhang, Nan Shi and Xiaoli Zhang
Durham University - Durham Business School, Durham University - Durham Business School and Shanghai Institute of Foreign Trade
Downloads 199 (155,080)
Citation 3

Abstract:

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basket currency, currency diversification

10.

Fund Performance, Managers’ Genuine Stock Selection Skills and Managerial Replacement: Evidence from the UK Unit Trust Industry

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 56 Posted: 14 Jan 2010 Last Revised: 28 Oct 2010
Zhichao Zhang, Li Ding and Si Zhou
Durham University - Durham Business School, Durham Business School and Shanghai University
Downloads 197 (156,600)

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Unit trusts, Fund performance, Managerial replacement, Genuine stock selection, Portfolio characteristics

11.

Determinants of Financial Distress in U.S. Large Bank Holding Companies

Number of pages: 36 Posted: 09 Feb 2014
Zhichao Zhang, Li Xie, Xiangyun Lu and Zhuang Zhang
Durham University - Durham Business School, affiliation not provided to SSRN, Xi'an Jiaotong-Liverpool University (XJTLU) and University of Southampton - Southampton Business School
Downloads 195 (158,084)

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Bank Holding Company; Distance-to-Default; Financial distress; Bank regulation; Capital requirements; Non-interest income; Off-balance-sheet activities

12.

Causes of Global Imbalances: A Global VAR Analysis

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 48 Posted: 19 Feb 2013
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 113 (247,499)

Abstract:

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global imbalances, GVAR

13.

Curious Partnership in Global Imbalances: China’s Continual Accumulation of US Treasuries

Number of pages: 41 Posted: 19 Dec 2010 Last Revised: 27 Jan 2011
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 99 (271,314)

Abstract:

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Global imbalances, NOEM, US treasury

Fund Family Tournament and Performance Consequences: Evidence from the UK Fund Industry

Multinational Finance Journal, 2014, 18 (1/2): 43-84
Number of pages: 42 Posted: 24 Feb 2014 Last Revised: 16 Mar 2019
Zhichao Zhang, Li Ding, Si Zhou and Yaoyao Fu
Durham University - Durham Business School, Durham Business School, Shanghai University and Durham Business School
Downloads 47 (412,588)

Abstract:

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Mutual fund family; Fund performance; Tournament; Risk Taking

Fund Family Tournament and Performance Consequences: Evidence from the UK Fund Industry

Multinational Finance Journal, Vol. 18, No. 1/2, p. 43-84, 2014
Number of pages: 42 Posted: 17 Jun 2015
Zhichao Zhang, Li Ding, Si Zhou and Yaoyao Fu
Durham University - Durham Business School, Durham Business School, Shanghai University and Durham Business School
Downloads 30 (487,919)

Abstract:

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mutual fund family, fund performance, tournament, risk taking

15.

Accumulation of Large Foreign Reserves in China: A Behavioural Perspective

Economic Change and Restructuring, 2013: 46(1), 85-108
Number of pages: 48 Posted: 06 Oct 2011 Last Revised: 19 Mar 2013
Zhichao Zhang, Frankie Chau and Li Xie
Durham University - Durham Business School, Durham University Business School and affiliation not provided to SSRN
Downloads 24 (507,325)

Abstract:

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Reserve accumulation, Precautionary savings, Behavioural finance, Loss aversion, Narrow framing

16.

Exchange Rate Flexibility in China: Measurement, Regime Shifts and Driving Forces of Change

Review of International Economics, Vol. 24, Issue 5, pp. 875-892, 2016
Number of pages: 18 Posted: 05 Oct 2016
Robert Dixon, Zhichao Zhang and Yang Dai
Independent, Durham University - Durham Business School and Independent
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17.

Determinants of Financial Distress in Large Financial Institutions: Evidence from U.S. Bank Holding Companies

Contemporary Economic Policy, Vol. 34, Issue 2, pp. 250-267, 2016
Number of pages: 18 Posted: 26 Feb 2016
Zhichao Zhang, Li Xie, Xiangyun Lu and Zhuang Zhang
Durham University - Durham Business School, affiliation not provided to SSRN, Xi'an Jiaotong-Liverpool University (XJTLU) and University of Southampton - Southampton Business School
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18.

Optimal Currency Composition for China's Foreign Reserves: A Copula Approach

The World Economy, Vol. 38, Issue 12, pp. 1947-1965, 2015
Number of pages: 19 Posted: 19 Jan 2016
Zhichao Zhang, Li Ding, Fan Zhang and Zhuang Zhang
Durham University - Durham Business School, Durham Business School, Durham Business School and University of Southampton - Southampton Business School
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19.

Currency Exposure in China Under the New Exchange Rate Regime: National Level Evidence

China & World Economy, Vol. 23, Issue 3, pp. 97-109, 2015
Number of pages: 13 Posted: 15 May 2015
Jing Nie, Zhichao Zhang, Zhuang Zhang and Si Zhou
University of International Business and Economics (UIBE), Durham University - Durham Business School, University of Southampton - Southampton Business School and Shanghai University
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capital asset pricing models, exchange rate regime, currency exposure, generalized autoregressive conditional heteroskedastic modeling

20.

Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach

China & World Economy, Vol. 21, Issue 6, pp. 1-21, 2013
Number of pages: 21 Posted: 21 Jan 2014
Zhichao Zhang, Fan Zhang and Zhuang Zhang
Durham University - Durham Business School, Durham Business School and University of Southampton - Southampton Business School
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copula models, flight to safety, foreign reserves, risk management, strategic asset allocation

21.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Posted: 25 Jan 2011
Paresh Kumar Narayan, Xinwei Zheng and Zhichao Zhang
Deakin University - School of Accounting, Economics and Finance, Department of Finance and Durham University - Durham Business School

Abstract:

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Commonality in Liquidity, Chinese Stock Exchange

22.

Real Exchange Rate Misalignment in China: An Empirical Investigation

Journal of Comparative Economics, Vol. 29, No. 1, pp. 80 - 94, March 2001
Posted: 22 Jul 2008
Zhichao Zhang
Durham University - Durham Business School

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Exchange rates, Misalignment, Behavioural models, Chinese Economy

23.

China's Exchange Rate Reform and Exports

Economics of Planning, Vol. 34, No. 1-2, pp. 89-112, 2001
Posted: 08 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Economic reforms; China's exchange rate policy; Exports; Cointegration analysis

24.

Exchange Rate Reform and its Inflationary Consequences: An Empirical Analysis for China

Applied Economics, Vol. 35, No. 2, pp. 189-199, January 2003
Posted: 08 Nov 2006
Zhichao Zhang and Maozu Lu
Durham University - Durham Business School and University of Southampton - Faculty of Law, Arts and Social Sciences

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China exchange rate policy, inflation models, Effects of Exchange rate changes

25.

Choosing an Exchange Rate Regime During Economic Transition: The Case of China

China Economic Review, Vol. 12, No. 2-3, pp. 203-226, Summer 2001
Posted: 02 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Chinese exchange rate policy, Exchange rate regimes, Economic transition

26.

Real Exchange Rate Behaviour Under Hong Kong's Linked Exchange Rate System: An Empirical Investigation

International Journal of Theoretical and Applied Finance, Vol. 5, No. 1, pp. 55-78, February 2002
Posted: 02 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Bahavioural equilibrium exchange rate model, Currency board, Hong Kong

27.

Exchange Rate Reform in China: An Experiment in the Real Targets Approach

The World Economy, Vol. 23, No. 8, pp. 1057 - 1081, August 2000
Posted: 30 Oct 2006
Zhichao Zhang
Durham University - Durham Business School

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Exchange rate, Economic transition, Real targets approach, Exchange rate anchor, Chinese exchange rate policy

28.

Parallel Exchange Market as a Transition Mechanism for Foreign Exchange Reform: China's Experiment

Applied Financial Economics, Vol. 10, No. 2, PP.123 - 135, April 2000
Posted: 30 Oct 2006
Zhichao Zhang and Maozu Lu
Durham University - Durham Business School and University of Southampton - Faculty of Law, Arts and Social Sciences

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Exchang rate policy, Paralell foreign exchange market, Exchange rate reform, Chinese Economy