6
H index
5
i10 index
159
Citations
Sveriges Riksbank | 6 H index 5 i10 index 159 Citations RESEARCH PRODUCTION: 3 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xin Zhang. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Tinbergen Institute Discussion Papers / Tinbergen Institute | 4 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document |
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2020 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
2020 | Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach. (2020). Lee, Kyungsub ; Jang, Hyun Jin. In: Papers. RePEc:arx:papers:2012.04181. Full description at Econpapers || Download paper |
2020 | P2P finance and the effectiveness of monetary controls. (2020). Eng, Yokekee ; Wong, Chinyoong. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:4:p:617-639. Full description at Econpapers || Download paper |
2020 | Reading between the lines - Using text analysis to estimate the loss function of the ECB. (2020). Vanni, Ilona ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_012. Full description at Econpapers || Download paper |
2021 | Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111. Full description at Econpapers || Download paper |
2020 | Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389. Full description at Econpapers || Download paper |
2020 | Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Jang, Hyun Jin ; Choi, So Eun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973. Full description at Econpapers || Download paper |
2020 | Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. (2020). Omori, Yasuhiro ; Kurose, Yuta. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:46-68. Full description at Econpapers || Download paper |
2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper |
2020 | Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904. Full description at Econpapers || Download paper |
2020 | Bank misconduct and online lending. (2020). Hull, Isaiah ; Bertsch, Christoph ; Zhang, Xin ; Qi, Yingjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300893. Full description at Econpapers || Download paper |
2020 | A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x. Full description at Econpapers || Download paper |
2020 | Risk endogeneity at the lender/investor-of-last-resort. (2020). Schwaab, Bernd ; Lucas, Andre ; Zhang, Xin ; Caballero, Diego. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:283-297. Full description at Econpapers || Download paper |
2020 | Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240. Full description at Econpapers || Download paper |
2020 | Does communication influence executives opinion of central bank policy?. (2020). Rossi, Enzo ; Lustenberger, Thomas ; Hwang, In Do ; Do, IN. In: Working Papers. RePEc:snb:snbwpa:2020-17. Full description at Econpapers || Download paper |
2020 | A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm. (2020). Hollander, Hylton ; Erasmus, Ruan. In: Working Papers. RePEc:sza:wpaper:wpapers339. Full description at Econpapers || Download paper |
2020 | ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02. Full description at Econpapers || Download paper |
2020 | Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach. (2020). Lee, Kiseop ; Jang, Hyun Jin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:247-275. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Conditional and joint credit risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Modeling financial sector joint tail risk in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2015 | Modeling financial sector joint tail risk in the euro area.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | Modeling Financial Sector Joint Tail Risk in the Euro Area.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2016 | Score-driven exponentially weighted moving averages and Value-at-Risk forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2015 | Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Conditional euro area sovereign default risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 74 |
2014 | Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
2016 | Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | House Prices, Home Equity, and Personal Debt Composition In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | House Prices, Home Equity, and Personal Debt Composition.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Spread the Word: International Spillovers from Central Bank Communication In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2014 | Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
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