6
H index
5
i10 index
217
Citations
Sveriges Riksbank | 6 H index 5 i10 index 217 Citations RESEARCH PRODUCTION: 3 Articles 17 Papers RESEARCH ACTIVITY: 12 years (2011 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh373 |
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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Working Paper Series / Sveriges Riksbank (Central Bank of Sweden) | 6 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 4 |
BIS Working Papers / Bank for International Settlements | 2 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document |
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2023 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
2023 | The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859. Full description at Econpapers || Download paper |
2023 | Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230. Full description at Econpapers || Download paper |
2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper |
2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper |
2023 | How do the media scrutinise central banking? Evidence from the Bank of England. (2023). di Vettimo, Michele Scotto ; Koop, Christel. In: European Journal of Political Economy. RePEc:eee:poleco:v:77:y:2023:i:c:s0176268022000933. Full description at Econpapers || Download paper |
2023 | A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214. Full description at Econpapers || Download paper |
2023 | Information-Theoretic Time-Varying Density Modeling. (2023). van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230037. Full description at Econpapers || Download paper |
2023 | Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051. Full description at Econpapers || Download paper |
2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Risk endogeneity at the lender/investor-of-last-resort In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Spread the Word: International Spillovers from Central Bank Communication In: BIS Working Papers. [Full Text][Citation analysis] | paper | 20 |
2018 | Spread the Word: International Spillovers from Central Bank Communication.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
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 | 17 |
2015 | Modeling financial sector joint tail risk in the euro area.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | article | |
2016 | Score-driven exponentially weighted moving averages and Value-at-Risk forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
2015 | Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 nother version. Agregated cites: 25 | paper | |
2023 | Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Conditional euro area sovereign default risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 99 |
2014 | Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | 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 | 3 |
2018 | House Prices, Home Equity, and Personal Debt Composition.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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 | 6 |
2012 | Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2014 | Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
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