Xin Zhang : Citation Profile

Sveriges Riksbank

6

H index

5

i10 index

244

Citations

RESEARCH PRODUCTION:

3

Articles

19

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 17
   Journals where Xin Zhang has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 9 (3.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh373
   Updated: 2025-12-27    RAS profile: 2023-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Christensen, Jens (3)

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 (51)

Koopman, Siem Jan (22)

Schwaab, Bernd (19)

Blasques, Francisco (14)

Schaumburg, Julia (8)

Sosvilla-Rivero, Simon (7)

Gómez-Puig, Marta (7)

Ehrmann, Michael (7)

Omori, Yasuhiro (5)

Fratzscher, Marcel (5)

Ramos Herrera, Maria del Carmen (4)

Cites to:

Lucas, Andre (52)

Koopman, Siem Jan (47)

Creal, Drew (32)

Blinder, Alan (17)

Schwaab, Bernd (16)

Ehrmann, Michael (15)

Fratzscher, Marcel (15)

Jansen, David-Jan (12)

Rudebusch, Glenn (12)

de Haan, Jakob (12)

Laurent, Sébastien (10)

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 / Federal Reserve Bank of San Francisco3
BIS Working Papers / Bank for International Settlements2
Working Paper Series / European Central Bank2

Recent works citing Xin Zhang (2025 and 2024)

YearTitle of citing document
2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

Full description at Econpapers || Download paper

2025Words That Unite The World: A Unified Framework for Deciphering Central Bank Communications Globally. (2025). Zhang, Joshua ; Pardawala, Huzaifa ; Mittal, Harsit ; Aluru, Pranav ; Sukhani, Siddhant ; Kelly, Dylan Patrick ; Kim, Eric ; Shah, Agam ; Chava, Sahasra ; Ravichandran, Akshar ; Hiray, Arnav ; Yuh, Rachel ; Lee, Soungmin ; Routu, Rutwik ; Galarnyk, Michael ; Gosden, Spencer ; Somani, Siddhartha ; Ye, Liqin ; Gopal, Rudra ; Chiang, Aiden ; Tarte, Meghaj ; Bhadani, Riya ; Guda, Veer ; Jaskowski, Sebastian ; Budideti, Saketh. In: Papers. RePEc:arx:papers:2505.17048.

Full description at Econpapers || Download paper

2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

Full description at Econpapers || Download paper

2025How the Bank of Russia Is Perceived on Telegram Channels: Building an Index Using Machine Learning Methods. (2025). Guseva, Anna ; Polekhina, Alisa. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:28-62.

Full description at Econpapers || Download paper

2024Monetary Policy Press Releases of 24 Inflation Targeting Central Banks – A Comparison of their Key Features and Complexity. (2024). Bogdanowicz, Wojciech ; Szczerba, Piotr ; Niedwiedziska, Joanna ; Wojtyniak, Anna. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:13:y:2024:i:1:p:223-243.

Full description at Econpapers || Download paper

2025Central bank independence and risk-taking at the zero lower bound. (2025). Eichengreen, Barry ; Schumacher, Julian ; Bartels, Bernhard ; di Mauro, Beatrice Weder. In: Working Paper Series. RePEc:ecb:ecbwps:20253079.

Full description at Econpapers || Download paper

2025Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally. (2025). Manu, Ana-Simona ; Lopardo, Gianluigi ; Ca, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20253093.

Full description at Econpapers || Download paper

2024The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

Full description at Econpapers || Download paper

2024Speeches in the green: The political discourse of green central banking. (2024). Feldkircher, Martin ; Teliha, Viktoriya. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003542.

Full description at Econpapers || Download paper

2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

Full description at Econpapers || Download paper

2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

Full description at Econpapers || Download paper

2024Default dependence in the insurance and banking sectors: A copula approach. (2024). Zhao, Yang ; Zhang, Xuan ; Kim, Minjoo ; Yan, Cheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001798.

Full description at Econpapers || Download paper

2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

Full description at Econpapers || Download paper

2025How central bank independence shapes monetary policy communication: A Large Language Model application. (2025). Bischl, Simeon ; Leek, Lauren. In: European Journal of Political Economy. RePEc:eee:poleco:v:87:y:2025:i:c:s017626802500028x.

Full description at Econpapers || Download paper

2024Spillover effects of multidimensional information in Fed statements on Chinas bond market. (2024). Chen, Xiaoli ; Liu, Chunzi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:712-741.

Full description at Econpapers || Download paper

2024Four Facts about International Central Bank Communication. (2024). Hull, Isaiah ; Bertsch, Christoph ; Zhang, Xin ; Lumsdaine, Robin L. In: Working Paper Series. RePEc:hhs:rbnkwp:0432.

Full description at Econpapers || Download paper

2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402.

Full description at Econpapers || Download paper

2024A Review of Generalized Hyperbolic Distributions. (2024). Jiang, Xiao ; Hitchen, Thomas ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10457-5.

Full description at Econpapers || Download paper

2025The impact of conventional and unconventional monetary policies on loan default risk—Evidence from UK peer‐to‐peer lending platforms. (2025). Vu, Anh Nguyet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:242-260.

Full description at Econpapers || Download paper

Works by Xin Zhang:

YearTitleTypeCited
2019Risk endogeneity at the lender/investor-of-last-resort In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2019Spread the Word: International Spillovers from Central Bank Communication In: BIS Working Papers.
[Full Text][Citation analysis]		paper30
2018Spread the Word: International Spillovers from Central Bank Communication.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
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]		paper20
2015Modeling 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: 20		paper
2017Modeling 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: 20		article
2016Score-driven exponentially weighted moving averages and Value-at-Risk forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2015Score 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: 28		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 nother version. Agregated cites: 28		paper
2024Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2025Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013Conditional euro area sovereign default risk In: Working Paper Series.
[Full Text][Citation analysis]		paper108
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		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]		paper3
2018House 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
2017Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper3
2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper6
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team