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Meet the Researchers

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Xin Huang

Principal Economist Risk Analysis Section Research and Statistics
202-530-6211
[email protected]

Education

  • Ph.D., Economics, Duke University, 2007
  • M.A., Economics, University of Kansas, 2001
  • B.A., International Economics, Xiamen University, 1999
Current Research Topics
  • Systemic Risk of Financial Institutions
  • High-frequency Financial Econometrics
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2017 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2015 - 2017
  • Economist

    Board of Governors of the Federal Reserve System

    2013 - 2015
  • Assistant Professor

    University of Oklahoma

    2007 - 2013
  • The Risk of Betting on Risk: Conditional Variance and Correlation of Bank Credit Default Swaps
    Xin Huang
    Journal of Futures Markets (2020)
    https://doi.org/10.1002/fut.22068
  • Persistence of Bank Credit Default Swap Spreads
    Xin Huang
    Risks (2019)
    https://doi.org/10.3390/risks7030090
  • Macroeconomic News Announcements, Systemic Risk, Financial Market Volatility, and Jumps
    Xin Huang
    Journal of Futures Markets (2018)
    https://doi.org/10.1002/fut.21898
  • The Systemic Risk of European Banks during the Financial and Sovereign Debt Crises
    Lamont K. Black, Xin Huang, Hao Zhou, and Ricardo Correa
    Journal of Banking & Finance (2016)
    https://doi.org/10.1016/j.jbankfin.2015.09.007
    See also » FRB Working Paper (2013)
  • Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
    Xin Huang, Hao Zhou, and Haibin Zhu
    Journal of Financial Stability (2012)
    https://doi.org/10.1016/j.jfs.2011.10.004
    See also » FRB Working Paper (2009)
  • Systemic Risk Contributions
    Xin Huang, Hao Zhou, and Haibin Zhu
    Journal of Financial Services Research (2012)
    https://doi.org/10.1007/s10693-011-0117-8
    See also » FRB Working Paper (2011)
  • A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures
    Torben G. Andersen, Tim Bollerslev, and Xin Huang
    Journal of Econometrics (2011)
    https://doi.org/10.1016/j.jeconom.2010.03.029
  • A Framework for Assessing the Systemic Risk of Major Financial Institutions
    Xin Huang, Hao Zhou, and Haibin Zhu
    Journal of Banking & Finance (2009)
    https://doi.org/10.1016/j.jbankfin.2009.05.017
    See also » FRB Working Paper (2009)
  • The Relative Contribution of Jumps to Total Price Variance
    Xin Huang and George Tauchen
    Journal of Financial Econometrics (2005)
    https://doi.org/10.1093/jjfinec/nbi025
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Last Update: August 2, 2024