Details about Zhichao Zhang

Access statistics for papers by Zhichao Zhang.

Last updated 2019-09-26. Update your information in the RePEc Author Service.

Short-id: pzh192

Working Papers

2014

1. Determinants of financial distress in u.s. large bank holding companies
   MPRA Paper, University Library of Munich, Germany

2012

2. Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

3. China’s new exchange rate regime, optimal basket currency and currency diversification
   MPRA Paper, University Library of Munich, Germany View citations (6)
4. Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market
   Working Papers, Deakin University, Department of Economics View citations (2)
   Also in Working Papers, Deakin University, Department of Economics (2010)
   See also Journal Article Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market, Emerging Markets Finance and Trade, Taylor & Francis Journals (2015) View citations (7) (2015)

Journal Articles

2018

1. Rise of the gold market in China: liberalisation and market development
   Journal of Chinese Economic and Business Studies, 2018, 16, (1), 17-38 View citations (2)
2. Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium
   Journal of Forecasting, 2018, 37, (3), 340-351 View citations (3)

2017

3. China’s intervention in the central parity rate: A Bayesian Tobit analysis
   Research in International Business and Finance, 2017, 39, (PA), 612-624 View citations (1)
4. Oral intervention in China: Efficacy of Chinese exchange rate communications
   International Review of Financial Analysis, 2017, 49, (C), 24-34 View citations (4)

2016

5. DETERMINANTS OF FINANCIAL DISTRESS IN LARGE FINANCIAL INSTITUTIONS: EVIDENCE FROM U.S. BANK HOLDING COMPANIES
   Contemporary Economic Policy, 2016, 34, (2), 250-267 View citations (8)
6. Exchange Rate Flexibility in China: Measurement, Regime Shifts and Driving Forces of Change
   Review of International Economics, 2016, 24, (5), 875-892 View citations (4)

2015

7. A Multiple-Goal Investment Strategy for Sovereign Wealth Funds: An Application to China
   Asian Economic Papers, 2015, 14, (1), 78-97
8. Currency Exposure in China under the New Exchange Rate Regime: National Level Evidence
   China & World Economy, 2015, 23, (3), 97-109
9. Optimal Currency Composition for China's Foreign Reserves: A Copula Approach
   The World Economy, 2015, 38, (12), 1947-1965 View citations (1)
10. Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market
    Emerging Markets Finance and Trade, 2015, 51, (5), 915-944 View citations (7)
    See also Working Paper Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market, Working Papers (2011) View citations (2) (2011)

2014

11. Fund Family Tournament and Performance Consequences: Evidence from the UK fund industry
    Multinational Finance Journal, 2014, 18, (1-2), 43-84 View citations (1)
12. Subordinated debt as instrument of market discipline: Risk sensitivity of sub-debt yield spreads in UK banking
    Journal of Economics and Business, 2014, 73, (C), 1-21 View citations (6)

2013

13. Accumulation of large foreign reserves in China: a behavioural perspective
    Economic Change and Restructuring, 2013, 46, (1), 85-108 View citations (2)
14. Exchange rate determination and dynamics in China: A market microstructure analysis
    International Review of Financial Analysis, 2013, 29, (C), 303-316 View citations (12)
15. Renminbi exchange rate exposure: evidence from Chinese industries
    Journal of Chinese Economic and Business Studies, 2013, 11, (4), 229-250 View citations (4)
16. Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach
    China & World Economy, 2013, 21, (6), 1-21

2012

17. International capital flows, the domestic employment and wages
    China Finance Review International, 2012, 2, (3), 286-310

2008

18. A new perspective on financial anomalies in emerging markets: the case of China
    Applied Financial Economics, 2008, 18, (21), 1681-1695 View citations (10)

2003

19. Exchange rate reform and its inflationary consequences: an empirical analysis for China
    Applied Economics, 2003, 35, (2), 189-199 View citations (11)

2002

20. REAL EXCHANGE RATE BEHAVIOUR UNDER HONG KONG'S LINKED EXCHANGE RATE SYSTEM: AN EMPIRICAL INVESTIGATION
    International Journal of Theoretical and Applied Finance (IJTAF), 2002, 05, (01), 55-78 View citations (3)

2001

21. China's Exchange Rate Reform and Exports
    Economic Change and Restructuring, 2001, 34, (1-2), 89-112 View citations (23)
22. Choosing an exchange rate regime during economic transition: The case of China
    China Economic Review, 2001, 12, (2-3), 203-226 View citations (6)
23. Real Exchange Rate Misalignment in China: An Empirical Investigation
    Journal of Comparative Economics, 2001, 29, (1), 80-94 View citations (73)

2000

24. Exchange Rate Reform in China: An Experiment in the Real Targets Approach
    The World Economy, 2000, 23, (8), 1057-1081 View citations (6)
25. Parallel exchange market as a transition mechanism for foreign exchange reform: China's experiment
    Applied Financial Economics, 2000, 10, (2), 123-135 View citations (3)