Details about Xin Zhang

Access statistics for papers by Xin Zhang.

Last updated 2019-02-07. Update your information in the RePEc Author Service.

Short-id: pzh373

Working Papers

2018

1. House Prices, Home Equity, and Personal Debt Composition
   2018 Meeting Papers, Society for Economic Dynamics
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2017) View citations (1)
2. Spread the Word: International Spillovers from Central Bank Communication
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)

2017

3. Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
   2017 Meeting Papers, Society for Economic Dynamics View citations (2)

2016

4. Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)

2015

5. Modeling financial sector joint tail risk in the euro area
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015)
   See also Journal Article in Journal of Applied Econometrics (2017)
6. Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (8)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (2)
   See also Journal Article in International Journal of Forecasting (2016)

2014

7. Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (9)

2013

8. Conditional and joint credit risk
   Working Paper Series, European Central Bank View citations (2)
9. Conditional euro area sovereign default risk
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (12)
   See also Journal Article in Journal of Business & Economic Statistics (2014)

2012

10. Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (25)

2011

11. Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)

Journal Articles

2017

1. Modeling Financial Sector Joint Tail Risk in the Euro Area
   Journal of Applied Econometrics, 2017, 32, (1), 171-191 View citations (10)
   See also Working Paper (2015)

2016

2. Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
   International Journal of Forecasting, 2016, 32, (2), 293-302 View citations (12)
   See also Working Paper (2015)

2014

3. Conditional Euro Area Sovereign Default Risk
   Journal of Business & Economic Statistics, 2014, 32, (2), 271-284 View citations (88)
   See also Working Paper (2013)