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Details about Xin Zhang

Homepage:http://sites.google.com/site/zhangxinphd/
Workplace:Sveriges Riksbank (Central Bank of Sweden), (more information at EDIRC)

Access statistics for papers by Xin Zhang.

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

Short-id: pzh373


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Working Papers

2018

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

2017

  1. Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)

2015

  1. Modeling financial sector joint tail risk in the euro area
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2017)
  2. Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (7)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (2)

    See also Journal Article in International Journal of Forecasting (2016)

2014

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

2013

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

2012

  1. Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (21)

2011

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

Journal Articles

2017

  1. Modeling Financial Sector Joint Tail Risk in the Euro Area
    Journal of Applied Econometrics, 2017, 32, (1), 171-191 Downloads View citations (4)
    See also Working Paper (2015)

2016

  1. Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
    International Journal of Forecasting, 2016, 32, (2), 293-302 Downloads View citations (5)
    See also Working Paper (2015)

2014

  1. Conditional Euro Area Sovereign Default Risk
    Journal of Business & Economic Statistics, 2014, 32, (2), 271-284 Downloads View citations (62)
    See also Working Paper (2013)
 
Page updated 2019-10-09