Access Statistics for Zhaogang Song

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk 0 0 0 85 0 0 0 94
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 1 12 1 1 3 58
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 0 15 1 1 3 36
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 28 2 3 8 85
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 1 1 14
Defragmenting Markets: Evidence from Agency MBS 0 0 1 2 0 1 3 18
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 0 0 41
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 1 3 5 109
Probability Weighting of Rare Events and Currency Returns 0 0 0 37 0 1 3 89
QE Auctions of Treasury Bonds 0 0 0 60 0 0 6 135
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 1 2 91
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 0 1 188
Total Working Papers 0 0 3 331 5 12 35 958

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A martingale approach for testing diffusion models based on infinitesimal operator 0 0 1 39 1 1 4 211
A tale of two option markets: Pricing kernels and volatility risk 0 1 1 24 0 1 3 128
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 1 3 154
The value of trading relations in turbulent times 2 3 7 121 4 8 27 488
Total Journal Articles 2 4 9 201 5 11 37 981

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Statistics updated 2025-03-03