学者信息
已发表成果：
WOK 论文 7 篇;中文核心 1 篇;其它论文 1 篇;
-
Systemic Risk Measures and Macroeconomy Forecasting: Based on FQGLS Estimation with Structural Break
EMERGING MARKETS FINANCE AND TRADE,1540-496X,2022-01-26.
Chen, Guojin; Liu, Yanzhen; Zhang, Yu
WOS:000562605200001 10.1080/1540496X.2020.1807323
收录情况：SSCI -
Systemic risk measures and distribution forecasting of macroeconomic shocks
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,1059-0560,2021-09.
Chen, Guojin; Liu, Yanzhen; Zhang, Yu
WOS:000664033500011 10.1016/j.iref.2021.04.019
收录情况：SSCI -
Can systemic risk measures predict economic shocks? Evidence from China
CHINA ECONOMIC REVIEW,1043-951X,2020-12.
Chen, Guojin; Liu, Yanzhen; Zhang, Yu
WOS:000596571100007 10.1016/j.chieco.2020.101557
收录情况：SSCI -
BANK RUNS: THE PREDEPOSIT GAME
MACROECONOMIC DYNAMICS,1365-1005,2020-03.
Shell, Karl; Zhang, Yu
WOS:000524940900006 10.1017/S1365100518000275
收录情况：SSCI -
Asset price volatility and banks
JOURNAL OF MATHEMATICAL ECONOMICS,0304-4068,2017-08.
Zhang, Yu
WOS:000407408200010 10.1016/j.jmateco.2017.05.001
收录情况：SCIE、SSCI -
Asset price risk, banks and markets
FINANCE RESEARCH LETTERS,1544-6123,2017-05.
Zhang, Yu
WOS:000400220500003 10.1016/j.frl.2016.11.015
收录情况：SSCI -
Systemic linkages in the Chinese banking system: The asymmetric CoVaR approach
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,1000-6788,2017-01-25.
Chen, Guojin(1,2); Zhong, Ling(1); Zhang, Yu(1)
EI:20171903656112 10.12011/1000-6788(2017)01-0061-19
收录情况：EI
-
我国银行体系的系统性关联度分析:基于不对称CoVaR
系统工程理论与实践,1000-6788,2017.
陈国进;钟灵;张宇
CSSCI CSCD核心 文科一类核心
-
银行危机与政府干预政策——基于具有内生性的金融危机模型视角
经济资料译丛,,2019-01-15.
张宇