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Chen, Zhuohui:

2024

Title: Forecasting Tail Risk via Neural Networks with Asymptotic Expansions

Author: Sakurai, Yuji ; Chen, Zhuohui

Series: Working Paper No. 2024/099

Date: May 10, 2024

2023

Title: Modeling the Reserve Demand to Facilitate Central Bank Operations

Author: Chen, Zhuohui ; Kourentzes, Nikolaos ; Veyrune, M Romain

Series: Working Paper No. 2023/179

Date: September 1, 2023

Subject: Central bank operations Central Banks Deposit rates Financial regulation and supervision Financial services Monetary policy Short term interest rates Standing facilities