Items where Author is "Zhang, Shengxing"

Ozdenoren, Emre, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2023) Dynamic asset-backed security design. Review of Economic Studies, 90 (6). 3282 - 3314. ISSN 0034-6527

Shi, Chengchun ORCID: 0000-0001-7773-2099, Zhang, Shengxing ORCID: 0000-0002-1475-2188, Lu, Wenbin and 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. ISSN 1369-7412

Ozdenoren, Emre, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2022) Dynamic asset-backed security design. Financial Markets Group Discussion Papers (856). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lagos, Ricardo and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2022) The limits of onetary economics: on money as a constraint on market power. Econometrica, 90 (3). pp. 1177-1204. ISSN 0012-9682

Ellis, Andrew ORCID: 0000-0002-7552-4832, Piccione, Michele and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2022) Equilibrium securitization with diverse beliefs. Theoretical Economics, 17 (1). 121 - 152. ISSN 1933-6837

Lagos, Ricardo and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2020) Turnover liquidity and the transmission of monetary policy. American Economic Review, 110 (6). 1635 - 1672. ISSN 0002-8282

Lagos, Ricardo and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2019) A monetary model of bilateral over-the-counter markets. Review of Economic Dynamics, 33. pp. 205-227. ISSN 1094-2025

Roberts, Mark J., Yi Xu, Daniel, Fan, Xiaoyan and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (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. ISSN 0034-6527

Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2018) Liquidity misallocation in an over-the-counter market. Journal of Economic Theory, 174. pp. 16-56. ISSN 0022-0531

Andolfatto, David, Martin, Fernando M. and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2017) Rehypothecation and liquidity. European Economic Review, 100. pp. 488-505. ISSN 0014-2921

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. Systemic Risk Centre Discussion Papers (50). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. CFM discussion paper series (CFM-DP2015-34). Centre For Macroeconomics, London, UK.

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. Systemic Risk Centre Discussion Papers (50). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.