Xin Zhang : Citation Profile


Are you Xin Zhang?

Sveriges Riksbank

6

H index

5

i10 index

159

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 22
   Journals where Xin Zhang has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 8 (4.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh373
   Updated: 2021-03-01    RAS profile: 2019-02-07    
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Relations with other researchers


Works with:

Hull, Isaiah (3)

Bertsch, Christoph (3)

Lucas, Andre (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xin Zhang.

Is cited by:

Lucas, Andre (43)

Koopman, Siem Jan (19)

Schwaab, Bernd (18)

Blasques, Francisco (14)

Omori, Yasuhiro (6)

Ehrmann, Michael (6)

Gómez-Puig, Marta (5)

Fratzscher, Marcel (5)

Schaumburg, Julia (5)

Sosvilla-Rivero, Simon (5)

Nadal De Simone, Francisco (4)

Cites to:

Lucas, Andre (35)

Koopman, Siem Jan (33)

Creal, Drew (24)

Blinder, Alan (9)

Ehrmann, Michael (9)

Fratzscher, Marcel (8)

Jansen, David-Jan (8)

de Haan, Jakob (8)

Sentana, Enrique (7)

Schwaab, Bernd (7)

Blasques, Francisco (7)

Main data


Where Xin Zhang has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Working Paper Series / European Central Bank2

Recent works citing Xin Zhang (2021 and 2020)


YearTitle of citing document
2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2020Systemic 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.

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2020P2P 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.

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2020Reading 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.

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2021Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111.

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2020Financialization 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.

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2020Assessment 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.

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2020Multiple-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.

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2020Flexible 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.

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2020Systemic 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.

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2020Bank 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.

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2020A 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.

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2020Risk 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.

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2020Forecasting 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.

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2020Does 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.

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2020A 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.

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2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

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2020Systemic 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.

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Works by Xin Zhang:


YearTitleTypeCited
2013Conditional and joint credit risk In: Working Paper Series.
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paper2
2015Modeling financial sector joint tail risk in the euro area In: Working Paper Series.
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paper11
2015Modeling financial sector joint tail risk in the euro area.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2017Modeling Financial Sector Joint Tail Risk in the Euro Area.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 11
article
2016Score-driven exponentially weighted moving averages and Value-at-Risk forecasting In: International Journal of Forecasting.
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article18
2015Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 18
paper
2015Score 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
2013Conditional euro area sovereign default risk In: Working Paper Series.
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paper74
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 74
article
2016Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market In: Working Paper Series.
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paper4
2017House Prices, Home Equity, and Personal Debt Composition In: Working Paper Series.
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paper0
2018House Prices, Home Equity, and Personal Debt Composition.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 0
paper
2018Spread the Word: International Spillovers from Central Bank Communication In: Working Paper Series.
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paper4
2017Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending In: 2017 Meeting Papers.
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paper2
2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails In: Tinbergen Institute Discussion Papers.
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paper7
2012Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk In: Tinbergen Institute Discussion Papers.
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paper27
2014Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics In: Tinbergen Institute Discussion Papers.
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paper10

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