Xin Zhang : Citation Profile

Are you Xin Zhang?

Sveriges Riksbank

7

H index

5

i10 index

184

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 26
   Journals where Xin Zhang has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 8 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh373
   Updated: 2022-07-02    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 (49)

Koopman, Siem Jan (22)

Schwaab, Bernd (18)

Blasques, Francisco (14)

Gómez-Puig, Marta (7)

Sosvilla-Rivero, Simon (7)

Ehrmann, Michael (7)

Omori, Yasuhiro (5)

Schaumburg, Julia (5)

Fratzscher, Marcel (5)

Lange, Rutger-Jan (3)

Cites to:

Lucas, Andre (39)

Koopman, Siem Jan (37)

Creal, Drew (27)

Blinder, Alan (17)

Fratzscher, Marcel (17)

Ehrmann, Michael (17)

Jansen, David-Jan (15)

de Haan, Jakob (15)

Schwaab, Bernd (9)

Guembel, Alexander (9)

Zhou, Hao (8)

Main data

Where Xin Zhang has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)6
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Working Paper Series / European Central Bank2

Recent works citing Xin Zhang (2021 and 2020)

YearTitle of citing document
2021Capturing 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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2021Evolution of topics in central bank speech communication. (2021). Hansson, Magnus. In: Papers. RePEc:arx:papers:2109.10058.

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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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2021Monetary Policy Press Releases: An International Comparison. (2021). Gonzalez, Mario ; Tadle, Raul Cruz. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:912.

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2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

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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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2022Maximum likelihood estimation for score-driven models. (2022). Lucas, Andre ; Koopman, Siem Jan ; van Brummelen, Janneke ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:325-346.

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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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2021Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; van Vlodrop, Andries C ; Blasques, Francisco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57.

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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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2022Network analysis of risk transmission among energy futures: An industrial chain perspective. (2022). Zhang, Xuan ; Wang, Tingting ; Zhuang, Chengkai ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321006332.

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2021Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting. (2021). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:622-633.

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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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2021Federal reserve intervention and systemic risk during financial crises. (2021). Sedunov, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001692.

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2021Does communication influence executives’ opinion of central bank policy??. (2021). Lustenberger, Thomas ; Do, IN ; Rossi, Enzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000425.

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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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2021Measuring the deadly embrace: Systemic and sovereign risks. (2021). de Simone, Francisco Nadal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309569.

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2021Financial Stability Governance and Central Bank Communications. (2021). Londono, Juan M. ; Correa, Ricardo ; Claessens, Stijn. In: International Finance Discussion Papers. RePEc:fip:fedgif:1328.

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2022South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall. (2022). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias Mandla. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:18-:d:763298.

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2021Evolution of topics in central bank speech communication. (2021). Hansson, Magnus. In: Working Papers in Economics. RePEc:hhs:gunwpe:0811.

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2020The costs of macroprudential deleveraging in a liquidity trap. (2020). Walentin, Karl ; Lindé, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian. In: Working Paper Series. RePEc:hhs:rbnkwp:0389.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira, Luiz A ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2021Evaluating the performance of degrees of freedom estimation in asymmetric GARCH models with t-student innovations. (2021). , Thais ; Christian, ; Migon, Helio S ; Cerqueira, Vinicius S. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:40:y:2021:i:2:a:80292.

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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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2021Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets. (2021). Fracasso, Andrea ; Bonatti, Luigi ; Tamborini, Roberto. In: DEM Working Papers. RePEc:trn:utwprg:2021/09.

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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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2020Modeling the conditional distribution of financial returns with asymmetric tails. (2020). Thiele, Stephen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:1:p:46-60.

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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.
[Full Text][Citation analysis]		paper2
2015Modeling financial sector joint tail risk in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2015Modeling 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: 14		paper
2017Modeling 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: 14		article
2016Score-driven exponentially weighted moving averages and Value-at-Risk forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2015Score 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: 17		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: 17		paper
2013Conditional euro area sovereign default risk In: Working Paper Series.
[Full Text][Citation analysis]		paper92
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		article
2016Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2017House Prices, Home Equity, and Personal Debt Composition In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2018House Prices, Home Equity, and Personal Debt Composition.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 1		paper
2018Spread the Word: International Spillovers from Central Bank Communication In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2017Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper2
2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper8
2012Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper25
2014Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper9

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