张兴敏




基本信息
张兴敏，西南财经大学金融学院讲师，硕士生导师
邮箱: zhangxingmin@swufe.edu.cn
地址：西南财经大学柳林校区格致楼513办公室
教育经历:
2015—2020，重庆大学，管理学（金融风险管理方向），博士（硕博连读）
2018—2019，荷兰Vrije Universiteit Amsterdam金融学，联合培养博士
2014—2015，重庆大学，统计学，硕士（保送）
2010—2014，重庆大学，统计学（金融与精算方向），本科
研究兴趣：
系统性金融风险、金融网络、动态空间计量、气候变化与绿色金融
Research Output:
Xingmin Zhang, Qiang Fu, Liping Lu, Qingyu Wang, Shuai Zhang. Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. Journal of Financial Stability, Conditional Accepted, 2020.（SSCIQ1/ABS3）
张兴敏，傅强，张帅，朱浩，动态尾部金融网络结构与传染性度量—基于滚动Lasso高维时间序列模型，管理工程学报，已录用
张兴敏，傅强，张帅，季俊伟，金融系统的网络结构及尾部风险度量—基于动态半参数分位数回归模型，管理评论，已录用
傅强，张兴敏，时变参数模型的最优滚动窗宽选择标准及应用，中国管理科学，2018: 26(08), 20-30.
Fu Qiang, Zhang Xingmin. Optimal rolling window selection for time-varying parameter model and its application, Chinese Journal of Management Science, 2018: 26(08), 20-30.
Xingmin Zhang,Shuai Zhang. The banking instability and climate change: Evidence from China. Energy Economics, Revise&Resubmit, 2019. (SSCIQ1/ABS3)
Xingmin Zhang, Shuai Zhang. Optimal Dynamic Financial Network Contagion for Systemic Risk under a Rolling Window Approach, Physica A: Statistical mechanics and its applications, Revise&Resubmit, 2020. (SSCIQ2/ABS2)
Xingmin Zhang, André Lucas, Anne Opschoor. Dynamic Spatial Financial Model with Heterogeneous Spillover Dependences for Systemic Risk Measurement. Working paper, 2019.
Conference:
2019.09.09 - 2019.09.10, The 22nd Dynamic econometrics conference, Nuffield college, Oxford. University, U.K.
2019.12.15-2019.12.18, 32nd Australasian Finance and Banking Conference, Sydney, Australia
2019.05.17, Finance Seminar, School of Economic and Business, Vrije Universiteit Amsterdam, The Netherlands
2019.06.20, Econometrics Seminar, Vrije Universiteit Amsterdam, The Netherlands
2018.10. Network and Banking Risk Forum, Tinbergen Institute, The Netherlands