| Conditional euro area sovereign default risk A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics, 2013 | 230* | 2013 |
| Score-driven exponentially weighted moving averages and Value-at-Risk forecasting A Lucas, X Zhang International Journal of Forecasting 32 (2), 293-302, 2016 | 66 | 2016 |
| Bank Misconduct and Online Lending C Bertsch, I Hull, Y Qi, X Zhang Journal of Banking & Finance, 105822, 2020 | 63* | 2020 |
| Modeling financial sector joint tail risk in the euro area A Lucas, B Schwaab, X Zhang Journal of Applied Econometrics 32 (1), 171-191, 2017 | 58* | 2017 |
| Spread the Word: International spillovers from central bank communication H Armelius, C Bertsch, I Hull, X Zhang Journal of International Money and Finance 103, 102116, 2020 | 56 | 2020 |
| Monetary normalizations and consumer credit: Evidence from Fed liftoff and online lending C Bertsch, I Hull, X Zhang International Journal of Central Banking 18 (5), 279-325, 2021 | 28* | 2021 |
| Narrative fragmentation and the business cycle C Bertsch, I Hull, X Zhang Economics Letters 201, 109783, 2021 | 24 | 2021 |
| Modeling extreme events: time-varying extreme tail shape E D’Innocenzo, A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics, 1-15, 2023 | 19* | 2023 |
| Modeling dynamic volatilities and correlations under skewness and fat tails X Zhang, D Creal, SJ Koopman, A Lucas Tinbergen Institute Discussion Paper, 2011 | 17 | 2011 |
| The interaction between macroprudential and monetary policies: The cases of Norway and Sweden J Cao, V Dinger, A Grodecka‐Messi, R Juelsrud, X Zhang Review of International Economics, 2020 | 16 | 2020 |
| Risk endogeneity at the lender/investor-of-last-resort D Caballero, A Lucas, B Schwaab, X Zhang Journal of Monetary Economics, 2019 | 16 | 2019 |
| A new early warning indicator of financial fragility in Sweden P Giordani, E Spector, X Zhang Economic Commentaries 1, 1-17, 2017 | 16 | 2017 |
| House Prices, Home Equity, and Personal Debt Composition J Li, X Zhang Sveriges Riksbank Working Paper Series, 2017 | 13 | 2017 |
| Private bank money vs central bank money: A historical lesson for cbdc introduction A Grodecka-Messi, X Zhang Journal of Economic Dynamics and Control, 104707, 2023 | 10 | 2023 |
| Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches C Bertsch, I Hull, RL Lumsdaine, X Zhang Available at SSRN 4255978, 2022 | 9 | 2022 |
| Generalized Autoregressive Score Model with Realized Measures of Volatility Z Huang, T Wang, X Zhang Available at SSRN 2461831, 2014 | 4 | 2014 |
| Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia JHE Christensen, N Mirkov, X Zhang Federal Reserve Bank of San Francisco Working Paper Series, 2023 | 2 | 2023 |
| Home equity extraction activities in Sweden J Li, P van Santen, X Zhang | 2 | 2020 |
| Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy JHE Christensen, X Zhang Federal Reserve Bank of San Francisco Working Paper Series, 2024 | 1 | 2024 |
| Four Facts about International Central Bank Communication C Bertsch, I Hull, RL Lumsdaine, X Zhang Available at SSRN 4773333, 2024 | | 2024 |
Andre LucasVrije Universiteit Amsterdam and Tinbergen Institute在 vu.nl 的电子邮件经过验证
Andre LucasVrije Universiteit Amsterdam and Tinbergen Institute在 vu.nl 的电子邮件经过验证
Siem Jan KoopmanProfessor of Econometrics, Vrije Universiteit Amsterdam在 vu.nl 的电子邮件经过验证