Access Statistics for Zhiguo He

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 Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 4 8 16 247
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 3 3 15 95
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 3 8 13 36
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 2 5 13 137
A Model of Capital and Crises 0 0 0 20 1 2 24 201
A Model of Capital and Crises 0 0 0 73 1 9 22 285
A Model of Safe Asset Determination 0 0 1 22 2 5 18 122
A Model of the Reserve Asset 0 0 1 29 3 5 10 98
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 1 2 111 5 11 26 415
A macroeconomic framework for quantifying systemic risk 0 1 1 91 5 7 19 411
Agency MBS as Safe Assets 0 0 0 10 3 9 21 59
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 3 7 14 29
An Economic Model of Consensus on Distributed Ledgers 0 0 0 21 2 3 9 50
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 0 6 14 147
Blockchain Disruption and Smart Contracts 0 3 8 332 6 19 70 887
China's Financial System and Economy: A Review 0 0 0 60 3 12 23 153
Chinese Bond Market and Interbank Market 1 2 4 163 5 12 35 1,441
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 2 11 20 71
Debt Financing in Asset Markets 0 0 0 57 1 4 16 116
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 0 22 0 0 6 116
Decentralized Mining in Centralized Pools 0 1 2 37 2 16 38 272
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 1 2 10 266
Demand Elasticity in Dynamic Asset Pricing 0 0 5 5 5 9 21 21
Dynamic Debt Maturity 0 0 0 9 3 3 11 77
Dynamic Debt Runs 0 0 1 54 1 3 10 225
Dynamic Debt Runs 0 0 0 0 3 5 53 175
Dynamic agency and the q theory of investment 0 0 0 67 2 8 22 396
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 4 7 24 126
Endogenous liquidity and defaultable bonds 0 0 2 26 2 6 14 140
Financing Speculative Booms 0 0 0 12 3 7 11 118
Homemade Foreign Trading 10 10 10 10 5 5 5 5
Household Migration and Collateral Constraint: Cash-based Housing Resettlement in China 21 21 21 21 10 17 17 17
Inefficient Investment Waves 0 0 0 32 3 3 10 200
Inefficient investment waves 0 0 0 9 1 5 20 68
Information Acquisition in Rumor Based Bank Runs 0 1 2 55 7 16 30 132
Information Acquisition in Rumor-Based Bank Runs 0 0 1 49 5 9 18 138
Information Span in Credit Market Competition 0 0 0 8 2 5 15 30
Information-Based Pricing in Specialized Lending 0 0 0 4 1 5 11 28
Information-Based Pricing in Specialized Lending 0 0 0 0 3 8 15 22
Information-Based Pricing in Specialized Lending 0 0 1 8 2 6 28 48
Intermediary Asset Pricing 0 0 0 89 5 13 24 420
Intermediary Asset Pricing 0 1 1 77 3 6 24 467
Intermediary Asset Pricing and the Financial Crisis 1 1 2 51 2 7 12 116
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 2 35 6 15 29 327
Intermediation via Credit Chains 0 0 1 9 2 3 9 37
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 1 1 14 25
Investing in Lending Technology: IT Spending in Banking 1 1 1 33 4 5 20 87
Leverage Dynamics without Commitment 0 0 1 27 3 6 16 113
Leverage-Induced Fire Sales and Stock Market Crashes 0 1 2 35 7 19 41 173
Margin trading and leverage management 0 0 5 8 3 6 19 37
Open Banking: Credit Market Competition When Borrowers Own the Data 0 1 1 22 3 15 32 121
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 7 24 53 179
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 1 31 6 20 53 111
Open Banking: Credit Market Competition When Borrowers Own the Data 0 1 1 32 4 11 36 644
Optimal Long-Term Contracting with Learning 0 0 0 27 5 12 21 93
Optimal Long-term Contracting with Learning 0 0 1 52 1 3 16 149
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 4 91 6 10 29 264
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 39 7 11 24 167
Rollover Risk and Credit Risk 2 2 2 93 4 15 25 443
Rollover Risk and Credit Risk 0 0 0 0 2 5 14 283
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 2 9 19 111
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 34 2 3 14 104
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 1 7 18
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 1 1 19 29
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 89 5 15 47 420
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 59 6 14 26 149
The Stock Connect to China 0 0 0 26 2 4 20 70
The drivers and implications of retail margin trading 0 0 2 12 5 9 41 59
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 4 6 17 42
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 5 9 33 176
Uncertainty, risk, and incentives: theory and evidence 0 1 1 47 4 8 12 104
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 1 4 3 7 16 34
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 13 4 13 30 117
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 1 26 2 2 12 49
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 7 3 4 18 37
What Makes US Government Bonds Safe Assets? 0 0 1 38 1 7 13 70
What Makes US Government Bonds Safe Assets? 0 0 1 61 7 21 44 204
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 0 0 27 5 9 16 89
Total Working Papers 36 49 98 3,077 261 640 1,702 13,758

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic Framework for Quantifying Systemic Risk 1 1 3 55 4 9 23 282
A Model of Safe Asset Determination 0 2 7 72 2 11 38 346
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 2 4 87 3 10 28 411
A model of dynamic compensation and capital structure 0 0 2 70 3 9 17 283
Agency MBS as Safe Assets 0 0 0 0 6 11 11 11
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 1 4 12 398
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 0 3 31 1 6 23 101
Blockchain Disruption and Smart Contracts 0 1 11 192 7 22 75 700
China's Financial System and Economy: A Review 0 0 1 3 4 9 25 35
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 1 8 3 6 33 54
Debt Financing in Asset Markets 0 0 0 43 1 10 19 325
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 6 4 7 9 74
Decentralized Mining in Centralized Pools 0 0 0 16 1 11 28 79
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 3 5 13 206
Dynamic Agency and the q Theory of Investment 0 2 2 38 1 6 16 242
Dynamic Compensation Contracts with Private Savings 0 0 1 14 0 1 8 110
Dynamic Debt Maturity 0 0 0 12 3 9 23 97
Dynamic Debt Runs 0 0 0 33 2 3 15 136
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 2 5 12 191
Inefficient Investment Waves 0 0 0 25 2 6 17 157
Information Acquisition in Rumor‐Based Bank Runs 0 0 0 18 2 8 14 104
Information-based pricing in specialized lending 0 0 0 0 4 6 34 34
Intermediary Asset Pricing 1 2 5 159 5 18 41 690
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 3 6 14 74
Intermediary asset pricing: New evidence from many asset classes 0 0 3 168 4 12 44 626
Introduction: Special Issue on China I 0 0 4 10 1 3 14 28
Leverage Dynamics without Commitment 0 0 2 29 3 15 29 119
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 0 4 5 8 4 15 28 34
Margin Rules and Margin Trading: Past, Present, and Implications 0 0 0 0 0 0 0 0
Never a Dull Moment: Entropy Risk in Commodity Markets 0 0 4 7 2 7 22 29
Open banking: Credit market competition when borrowers own the data 1 7 17 64 9 19 79 236
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 2 4 12 137
Optimal Long-Term Contracting with Learning 0 0 0 11 0 3 10 85
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 0 0 1 1 1 1
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 2 18 3 7 23 111
Rollover Risk and Credit Risk 0 1 5 110 3 14 33 557
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 17 4 5 21 70
The Sale of Multiple Assets with Private Information 0 0 0 15 1 4 8 90
The Stock Connect to China 0 0 0 9 0 1 11 27
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 0 0 7 107 6 25 76 578
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 21 4 16 42 111
Uncertainty, Risk, and Incentives: Theory and Evidence 0 1 2 9 2 8 16 73
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 26 2 4 32 89
What Makes US Government Bonds Safe Assets? 0 1 2 27 0 4 11 226
Which Factors for Corporate Bond Returns? 0 3 12 22 5 18 48 61
Total Journal Articles 3 27 111 1,782 123 383 1,108 8,428

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak 0 0 0 5 1 1 2 24
Economic Effects of Lockdown in China 0 0 0 39 0 6 11 171
Total Chapters 0 0 0 44 1 7 13 195

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Statistics updated 2026-05-06