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Yinan Nellie Zhang

Personal Details

First Name:Yinan Nellie
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh582
[This author has chosen not to make the email address public]
234 Laurier Ave. West, 7th floor Ottawa, Ontario K1A 0G9
613-782-8705

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.
  2. Nellie Zhang & Tom Hossfeld, 2010. "Losses from Simulated Defaults in Canada's Large Value Transfer System," Discussion Papers 10-14, Bank of Canada.

Articles

  1. James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011. "Payment Networks: A Review of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 21-27.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.

    Cited by:

    1. Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
    2. Morten L Bech & Cyril Monnet, 2013. "The Impact of Unconventional Monetary Policy on the Overnight Interbank Market," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.

  2. Nellie Zhang & Tom Hossfeld, 2010. "Losses from Simulated Defaults in Canada's Large Value Transfer System," Discussion Papers 10-14, Bank of Canada.

    Cited by:

    1. Lana Embree & Varya Taylor, 2015. "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers 15-29, Bank of Canada.

Articles

  1. James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011. "Payment Networks: A Review of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 21-27.

    Cited by:

    1. Ron Berndsen & Ronald Heijmans, 2017. "Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal," DNB Working Papers 557, Netherlands Central Bank, Research Department.
    2. Li, Fuchun & Perez-Saiz, Hector, 2018. "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, vol. 34(C), pages 1-11.
    3. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    4. Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-BAN: Banking (2) 2010-10-30 2012-06-05. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2012-06-05. Author is listed
  3. NEP-MON: Monetary Economics (1) 2012-06-05. Author is listed
  4. NEP-RMG: Risk Management (1) 2010-10-30. Author is listed

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