Xin Zhang : Citation Profile

Sveriges Riksbank

6

H index

5

i10 index

236

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: 13.    Total self citations: 9 (3.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh373
   Updated: 2025-04-19    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)

Ehrmann, Michael (7)

Gómez-Puig, Marta (7)

Fratzscher, Marcel (5)

Schaumburg, Julia (5)

Omori, Yasuhiro (5)

Nadal De Simone, Francisco (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)

de Haan, Jakob (12)

Jansen, David-Jan (12)

Laurent, Sébastien (10)

Guembel, Alexander (9)

Main data

Production by document typearticlepaper20112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents12345678050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title 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.

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

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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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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.

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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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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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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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Works by Xin Zhang:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper107
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		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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