Browsing All of EconStor by Author Zhang, Xin

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Year of PublicationTitleAuthor(s)
2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat TailsZhang, Xin; Creal, Drew; Koopman, Siem Jan; Lucas, Andre
2011 Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default RiskZhang, Xin; Schwaab, Bernd; Lucas, Andre
2013 Conditional and joint credit riskLucas, André; Schwaab, Bernd; Zhang, Xin
2013 Measuring Credit Risk in a Large Banking System: Econometric Modeling and EmpiricsLucas, Andre; Schwaab, Bernd; Zhang, Xin
2013 Conditional euro area sovereign default riskLucas, André; Schwaab, Bernd; Zhang, Xin
2014 Score Driven exponentially Weighted Moving Average and Value-at-Risk ForecastingLucas, André; Zhang, Xin
2015 Modeling financial sector joint tail risk in the euro areaLucas, André; Schwaab, Bernd; Zhang, Xin
2015 Modeling financial sector joint tail risk in the euro areaLucas, André; Schwaab, Bernd; Zhang, Xin
2015 Score driven exponentially weighted moving averages and value-at-risk forecastingLucas, André; Zhang, Xin
2015 Happiness in the Air: How Does a Dirty Sky Affect Subjective Well-being?Zhang, Xin; Zhang, Xiaobo; Chen, Xi
2016 Jump variation estimation with noisy high frequency financial data via waveletsZhang, Xin; Kim, Donggyu; Wang, Yazhen
2016 Valuing Air Quality Using Happiness Data: The Case of ChinaZhang, Xin; Zhang, Xiaobo; Chen, Xi
2016 Fed liftoff and subprime loan interest rates: Evidence from the peer-to-peer lending marketBertsch, Christoph; Hull, Isaiah; Zhang, Xin
2017 The role of trust in online lendingBertsch, Christoph; Hull, Isaiah; Qi, Yingjie; Zhang, Xin
2017 House prices, home equity, and personal debt compositionLi, Jieying; Zhang, Xin
2017 Smog in Our Brains: Gender Differences in the Impact of Exposure to Air Pollution on Cognitive PerformanceChen, Xi; Zhang, Xiaobo; Zhang, Xin
2017 Happiness in the Air: How Does a Dirty Sky Affect Mental Health and Subjective Well-being?Zhang, Xin; Zhang, Xiaobo; Chen, Xi
2017 Smog in Our Brains: Gender Differences in the Impact of Exposure to Air Pollution on Cognitive PerformanceChen, Xi; Zhang, Xiaobo; Zhang, Xin
2017 Monetary normalizations and consumer credit: Evidence from Fed liftoff and online lendingBertsch, Christoph; Hull, Isaiah; Zhang, Xin
2018 Spread the word: International spillovers from central bank communicationArmelius, Hanna; Bertsch, Christoph; Hull, Isaiah; Zhang, Xin