Xin Zhang : Citation Profile

Are you Xin Zhang?

Sveriges Riksbank

6

H index

5

i10 index

234

Citations

RESEARCH PRODUCTION:

3

Articles

19

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 18
   Journals where Xin Zhang has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 9 (3.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh373
   Updated: 2024-12-03    RAS profile: 2023-06-08    
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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)

Sosvilla-Rivero, Simon (7)

Gómez-Puig, Marta (7)

Ehrmann, Michael (7)

Omori, Yasuhiro (5)

Fratzscher, Marcel (5)

Schaumburg, Julia (5)

Radev, Deyan (4)

Cites to:

Lucas, Andre (52)

Koopman, Siem Jan (47)

Creal, Drew (32)

Blinder, Alan (17)

Schwaab, Bernd (16)

Fratzscher, Marcel (15)

Ehrmann, Michael (15)

de Haan, Jakob (12)

Jansen, David-Jan (12)

Laurent, Sébastien (10)

Guembel, Alexander (9)

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 (2024 and 2023)

YearTitle of citing document
2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Efficient 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.

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2023The 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.

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

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2023Unveiling 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.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2023Dynamic clustering of multivariate panel data. (2023). Lucas, Andre ; Joo, Igor Custodio ; Schwaab, Bernd ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000689.

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

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2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

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

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2023Forecasting 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.

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2023Time-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.

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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.

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2023Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511.

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2023Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663.

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2023Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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2023How 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.

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2023A 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.

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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.

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2023Information-Theoretic Time-Varying Density Modeling. (2023). van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230037.

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2023Consistency, 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.

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Works by Xin Zhang:

YearTitleTypeCited
2019Risk endogeneity at the lender/investor-of-last-resort In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2019Spread the Word: International Spillovers from Central Bank Communication In: BIS Working Papers.
[Full Text][Citation analysis]		paper26
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: 26		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]		paper19
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: 19		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: 19		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
2023Quantitative Easing and Safe Asset Scarcity: 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
2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy.(2024) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Conditional euro area sovereign default risk In: Working Paper Series.
[Full Text][Citation analysis]		paper105
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		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]		paper2
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

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