Chen Zhou - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008

Title Other author(s)

Estimating Systematic Risk Under Extremely Adverse Market Conditions

Bank of Canada Working papers [View] (Paper: 2016-22, 05.05.2016)

JEL: C1, C14, G0, G1

Deflation risk in the euro area and central bank credibility

Netherlands Bank DNB Working Papers [View] (Paper: 509, 05.04.2016)

JEL: E31, E44, E52, E58

Why risk is so hard to measure

Netherlands Bank DNB Working Papers [View] (Paper: 494, 06.01.2016)

JEL: C10, C15, G18

Systemic risk of European banks: Regulators and markets

Netherlands Bank DNB Working Papers [View] (Paper: 478, 22.07.2015)

JEL: G01, G11, G21

Systemic risk of European banks: Regulators and markets

Netherlands Bank DNB Working Papers [View] (Paper: 478, 22.07.2015)

JEL: G01, G21, G28

Systemic risk of European banks: Regulators and markets

Netherlands Bank DNB Working Papers [View] (Paper: 478, 22.07.2015)

JEL: G01, G21, G28

Systemic risk and bank business models

Netherlands Bank DNB Working Papers [View] (Paper: 442, 13.10.2014)

JEL: G10, G21, G28

Systematic tail risk

Netherlands Bank DNB Working Papers [View] (Paper: 400, 12.12.2013)

Looking at the tail: price-based measures of systemic importance

Bank for International Settlements Quarterly Review [View] (Paper: 1306g, 03.06.2013)

Systemic Risk Allocation for Systems with A Small Number of Banks

Netherlands Bank DNB Working Papers [View] (Paper: 378, 31.05.2013)

Identifying systemically important financial institutions: size and other determinants

Netherlands Bank DNB Working Papers [View] (Paper: 347, 12.07.2012)

JEL: G01, G21, G28

Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?

Netherlands Bank DNB Working Papers [View] (Paper: 304, 03.08.2011)

The simple econometrics of tail dependence May 2011

Netherlands Bank DNB Working Papers [View] (Paper: 296, 23.05.2011)

Systematic risk under extremely adverse market conditions March 2011

Netherlands Bank DNB Working Papers [View] (Paper: 281, 03.03.2011)

Did the Crisis Affect Inflation Expectations?

IJCB International Journal of Central Banking [View] (Paper: 11q1a8, 28.02.2011)

Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement

Netherlands Bank DNB Working Papers [View] (Paper: 256, 05.08.2010)

JEL: G01, G28, G32

The power of weather

Netherlands Bank DNB Working Papers [View] (Paper: 236, 28.01.2010)

Are banks too big to fail?

Netherlands Bank DNB Working Papers [View] (Paper: 232, 28.01.2010)

Did the crisis affect inflation expectations?

Netherlands Bank DNB Working Papers [View] (Paper: 222, 01.10.2009)

JEL: E31, E44, E52, E58

Dependence structure of risk factors and diversification effects

Netherlands Bank DNB Working Papers [View] (Paper: 219, 01.08.2009)

JEL: C14, G11

Can Open Capital Markets Help Avoid Currency Crises?

Netherlands Bank DNB Working Papers [View] (Paper: 205, 01.03.2009)

JEL: C10, E44, F15, F36, F37

Did the anchor of inflation expectations in the euro area turn adrift?

Netherlands Bank DNB Working Papers [View] (Paper: 191, 01.01.2009)

JEL: E44, E52, E58

The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/08, 09.05.2008)

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008