LSE creators

Number of items: 13.
Centre for Macroeconomics
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (CFM discussion paper series CFM-DP2015-34). Centre For Macroeconomics.
    • Economics
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2023). Dynamic asset-backed security design. Review of Economic Studies, 90(6), 3282 - 3314. https://doi.org/10.1093/restud/rdad022 picture_as_pdf
  • Shi, Chengchun, Zhang, Shengxing, Lu, Wenbin, Song, Rui (2022). Statistical inference of the value function for reinforcement learning in infinite-horizon settings. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 84(3), 765 - 793. https://doi.org/10.1111/rssb.12465 picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2022). Dynamic asset-backed security design. (Financial Markets Group Discussion Papers 856). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lagos, Ricardo, Zhang, Shengxing (2022). The limits of onetary economics: on money as a constraint on market power. Econometrica, 90(3), 1177-1204. https://doi.org/10.3982/ECTA17319
  • Ellis, Andrew, Piccione, Michele, Zhang, Shengxing (2022). Equilibrium securitization with diverse beliefs. Theoretical Economics, 17(1), 121 - 152. https://doi.org/10.3982/TE4157 picture_as_pdf
  • Lagos, Ricardo, Zhang, Shengxing (2020). Turnover liquidity and the transmission of monetary policy. American Economic Review, 110(6), 1635 - 1672. https://doi.org/10.1257/aer.20170045 picture_as_pdf
  • Lagos, Ricardo, Zhang, Shengxing (2019). A monetary model of bilateral over-the-counter markets. Review of Economic Dynamics, 33, 205-227. https://doi.org/10.1016/j.red.2019.01.004
  • Roberts, Mark J., Yi Xu, Daniel, Fan, Xiaoyan, Zhang, Shengxing (2018). The role of firm factors in demand, cost, and export market selection for Chinese footwear producers. Review of Economic Studies, 85(4), 2429 - 2461. https://doi.org/10.1093/restud/rdx066 picture_as_pdf
  • Zhang, Shengxing (2018). Liquidity misallocation in an over-the-counter market. Journal of Economic Theory, 174, 16-56. https://doi.org/10.1016/j.jet.2017.11.008
  • Andolfatto, David, Martin, Fernando M., Zhang, Shengxing (2017). Rehypothecation and liquidity. European Economic Review, 100, 488-505. https://doi.org/10.1016/j.euroecorev.2017.09.010
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science.
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • Finance
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2023). Dynamic asset-backed security design. Review of Economic Studies, 90(6), 3282 - 3314. https://doi.org/10.1093/restud/rdad022 picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2022). Dynamic asset-backed security design. (Financial Markets Group Discussion Papers 856). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Statistics
  • Shi, Chengchun, Zhang, Shengxing, Lu, Wenbin, Song, Rui (2022). Statistical inference of the value function for reinforcement learning in infinite-horizon settings. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 84(3), 765 - 793. https://doi.org/10.1111/rssb.12465 picture_as_pdf
    • Systemic Risk Centre
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science.