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Xin Zhang

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
RePEc Short-ID:pzh373
[This author has chosen not to make the email address public]
Stockholm, Sweden

: 08 - 787 00 00
08-21 05 31
Brunkebergstorg 11, 103 37 Stockholm
RePEc:edi:rbgovse (more details at EDIRC)
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  1. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).
  2. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015. "Modeling financial sector joint tail risk in the euro area," Working Paper Series 1837, European Central Bank.
  3. Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
  4. Andre Lucas & Bernd Schwaab & Xin Zhang, 2013. "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics," Tinbergen Institute Discussion Papers 13-063/IV/DSF56, Tinbergen Institute, revised 13 Oct 2014.
  5. Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013. "Conditional euro area sovereign default risk," Working Paper Series 269, Sveriges Riksbank (Central Bank of Sweden).
  6. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2013. "Conditional and joint credit risk," Working Paper Series 1621, European Central Bank.
  7. Xin Zhang & Bernd Schwaab & Andre Lucas, 2011. "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers 11-176/2/DSF29, Tinbergen Institute, revised 28 Jun 2012.
  8. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.
  1. André Lucas & Bernd Schwaab & Xin Zhang, 2014. "Conditional Euro Area Sovereign Default Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 271-284, April.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (8) 2013-05-19 2013-06-30 2014-04-05 2015-04-25 2015-04-25 2015-09-18 2015-10-10 2015-10-10. Author is listed
  2. NEP-BAN: Banking (4) 2013-05-19 2013-06-30 2014-04-05 2015-04-25. Author is listed
  3. NEP-EEC: European Economics (4) 2011-12-19 2013-05-19 2013-06-30 2015-10-10. Author is listed
  4. NEP-ECM: Econometrics (3) 2015-04-25 2015-04-25 2015-09-18. Author is listed
  5. NEP-FOR: Forecasting (2) 2015-04-25 2015-10-10
  6. NEP-ORE: Operations Research (2) 2014-11-22 2015-10-10
  7. NEP-CBA: Central Banking (1) 2013-06-30
  8. NEP-FMK: Financial Markets (1) 2015-10-10
  9. NEP-MAC: Macroeconomics (1) 2016-05-21
  10. NEP-MON: Monetary Economics (1) 2016-05-21

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