Liverpool Skyline

Liverpool Business School

Dr Fan Zhang

Dr Fan Zhang

Publications

Journal Articles

Zhang Z, Ding L, Zhang F, Zhang Z. 2015. Optimal Currency Composition for China's Foreign Reserves: A Copula Approach WORLD ECONOMY, 38 :1947-1965 >DOI >Link

Zhang Z, Zhang F, Zhang Z. 2013. Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach China & World Economy, 21 :1-21

Zhang F, Zhang Z. Strategic asset allocation by mixing shrinkage, vine-copula and market equilibrium Journal of Forecasting,

Chapters

Zhang F, Shi N, Sun X. 2014. Monetary Policy and Bank Liquidity in China Batten JA, Wagner NF. Risk Management Post Financial Crisis: A Period of Monetary Easing Emerald Group Pub Limited 9781784410278 >DOI