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Xin Zhang

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This is information that was supplied by Xin Zhang in registering through RePEc. If you are Xin Zhang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Xin
Middle Name:
Last Name: Zhang
Suffix:

RePEc Short-ID: pzh373

Email: [This author has chosen not to make the email address public]
Homepage: http://sites.google.com/site/zhangxinphd/
Postal Address:
Phone:

Affiliation

Sveriges Riksbank
Location: Stockholm, Sweden
Homepage: http://www.riksbank.se/
Email:
Phone: 08 - 787 00 00
Fax: 08-21 05 31
Postal: Brunkebergstorg 11, 103 37 Stockholm
Handle: RePEc:edi:rbgovse (more details at EDIRC)

Works

as in new window

Working papers

  1. Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013. "Conditional euro area sovereign default risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 269, Sveriges Riksbank (Central Bank of Sweden).
  2. Andre Lucas & Bernd Schwaab & Xin Zhang, 2013. "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics," Tinbergen Institute Discussion Papers, Tinbergen Institute 13-063/IV/DSF56, Tinbergen Institute, revised 30 May 2013.
  3. Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013. "Conditional and joint credit risk," Working Paper Series, European Central Bank 1621, European Central Bank.
  4. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute 11-078/2/DSF22, Tinbergen Institute.
  5. Xin Zhang & Bernd Schwaab & Andre Lucas, 2011. "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute 11-176/2/DSF29, Tinbergen Institute, revised 28 Jun 2012.

Articles

  1. André Lucas & Bernd Schwaab & Xin Zhang, 2014. "Conditional Euro Area Sovereign Default Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 32(2), pages 271-284, April.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2013-05-19 2013-06-30 2014-04-05. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-06-30. Author is listed
  3. NEP-EEC: European Economics (3) 2011-12-19 2013-05-19 2013-06-30. Author is listed
  4. NEP-RMG: Risk Management (4) 2011-12-19 2013-05-19 2013-06-30 2014-04-05. Author is listed

Statistics

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Co-authorship network on CollEc

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