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 2 0 0 13 36
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 0 0 13 137
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 0 1 15 96
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 3 19 250
A Model of Capital and Crises 0 0 0 20 0 1 25 202
A Model of Capital and Crises 0 0 0 73 0 3 25 288
A Model of Safe Asset Determination 0 0 1 22 1 1 17 123
A Model of the Reserve Asset 0 0 0 29 0 0 8 98
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 1 3 112 2 6 32 421
A macroeconomic framework for quantifying systemic risk 0 0 1 91 0 1 19 412
Agency MBS as Safe Assets 0 0 0 10 0 1 22 60
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 0 1 14 30
An Economic Model of Consensus on Distributed Ledgers 0 0 0 21 0 0 9 50
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 0 2 16 149
Blockchain Disruption and Smart Contracts 1 1 8 333 2 13 77 900
Causal Inference for Asset Pricing 2 2 2 2 3 3 3 3
China's Financial System and Economy: A Review 0 2 2 62 0 4 27 157
Chinese Bond Market and Interbank Market 0 1 5 164 2 5 37 1,446
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 0 1 21 72
Debt Financing in Asset Markets 0 0 0 57 0 0 16 116
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 0 22 0 2 8 118
Decentralized Mining in Centralized Pools 0 0 2 37 0 3 39 275
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 0 4 14 270
Demand Elasticity in Dynamic Asset Pricing 0 0 5 5 0 3 24 24
Dynamic Debt Maturity 0 0 0 9 0 0 11 77
Dynamic Debt Runs 0 0 0 0 0 1 51 176
Dynamic Debt Runs 0 0 0 54 2 4 12 229
Dynamic agency and the q theory of investment 0 0 0 67 0 1 23 397
Earnings Management and Price Informativeness 0 9 9 9 2 18 18 18
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 0 2 25 128
Endogenous liquidity and defaultable bonds 0 0 0 26 0 3 15 143
Financing Speculative Booms 0 0 0 12 0 2 13 120
Homemade Foreign Trading 0 10 20 20 1 8 13 13
Household Migration and Collateral Constraint: Cash-based Housing Resettlement in China 1 2 23 23 2 7 24 24
Inefficient Investment Waves 0 0 0 32 0 0 10 200
Inefficient investment waves 0 0 0 9 0 0 19 68
Information Acquisition in Rumor Based Bank Runs 0 0 1 55 0 4 32 136
Information Acquisition in Rumor-Based Bank Runs 0 0 0 49 0 1 18 139
Information Span in Credit Market Competition 0 0 0 8 0 1 15 31
Information-Based Pricing in Specialized Lending 0 0 1 8 0 1 29 49
Information-Based Pricing in Specialized Lending 0 0 0 4 0 1 12 29
Information-Based Pricing in Specialized Lending 0 0 0 0 0 1 16 23
Intermediary Asset Pricing 1 1 2 78 2 4 25 471
Intermediary Asset Pricing 0 0 0 89 1 5 29 425
Intermediary Asset Pricing and the Financial Crisis 0 0 2 51 0 0 11 116
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 0 35 1 1 28 328
Intermediation via Credit Chains 0 0 1 9 0 2 11 39
Investing in Lending Technology: IT Spending in Banking 0 1 2 34 0 5 22 92
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 0 1 14 26
Leverage Dynamics without Commitment 0 0 0 27 1 2 16 115
Leverage-Induced Fire Sales and Stock Market Crashes 1 1 3 36 13 20 59 193
Margin trading and leverage management 0 0 2 8 0 5 18 42
Open Banking: Credit Market Competition When Borrowers Own the Data 0 1 2 33 0 3 36 647
Open Banking: Credit Market Competition When Borrowers Own the Data 0 1 2 23 2 7 38 128
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 1 31 0 1 50 112
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 1 2 54 181
Optimal Long-Term Contracting with Learning 0 0 0 27 2 3 24 96
Optimal Long-term Contracting with Learning 0 0 0 52 0 0 14 149
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 4 91 0 3 30 267
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 39 1 5 27 172
Rollover Risk and Credit Risk 0 0 2 93 5 10 35 453
Rollover Risk and Credit Risk 0 0 0 0 0 4 17 287
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 0 3 20 114
Sovereign Debt Ratchets and Welfare Destruction 0 0 0 34 0 1 14 105
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 0 19 29
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 0 7 18
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 1 1 90 1 6 48 426
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 59 0 0 24 149
The Stock Connect to China 0 0 0 26 3 13 33 83
The drivers and implications of retail margin trading 2 4 5 16 11 19 51 78
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 1 3 36 179
Treasury Inconvenience Yields during the COVID-19 Crisis 0 1 1 8 2 7 23 49
Uncertainty, risk, and incentives: theory and evidence 0 0 1 47 0 2 14 106
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 1 4 0 1 16 35
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 13 0 1 29 118
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 26 1 4 14 53
What Gets Measured Gets Managed: Investment and the Cost of Capital 1 2 2 9 1 5 21 42
What Makes US Government Bonds Safe Assets? 0 0 1 38 0 0 13 70
What Makes US Government Bonds Safe Assets? 0 0 0 61 0 18 61 222
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 0 0 27 0 5 19 94
Total Working Papers 9 41 121 3,118 66 284 1,889 14,042

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 0 0 1 55 1 4 23 286
A Model of Safe Asset Determination 0 1 8 73 3 9 42 355
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 1 3 88 2 4 30 415
A model of dynamic compensation and capital structure 0 0 1 70 0 0 16 283
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 1 3 15 401
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 0 2 31 0 2 22 103
Blockchain Disruption and Smart Contracts 1 3 13 195 3 14 80 714
China's Financial System and Economy: A Review 2 4 4 7 3 10 34 45
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 1 8 0 2 35 56
Debt Financing in Asset Markets 0 0 0 43 0 1 19 326
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 6 0 1 10 75
Decentralized Mining in Centralized Pools 0 0 0 16 2 7 35 86
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 0 3 16 209
Dynamic Agency and the q Theory of Investment 0 0 2 38 0 3 18 245
Dynamic Compensation Contracts with Private Savings 0 0 1 14 0 0 8 110
Dynamic Debt Maturity 0 0 0 12 1 2 25 99
Dynamic Debt Runs 1 3 3 36 3 7 22 143
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 1 2 14 193
Inefficient Investment Waves 0 0 0 25 0 0 16 157
Information Acquisition in Rumor‐Based Bank Runs 0 0 0 18 0 1 14 105
Information-based pricing in specialized lending 0 0 0 0 4 10 44 44
Intermediary Asset Pricing 0 1 5 160 4 13 49 703
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 0 2 15 76
Intermediary asset pricing: New evidence from many asset classes 0 3 6 171 2 16 56 642
Introduction: Special Issue on China I 1 1 5 11 2 2 15 30
Leverage Dynamics without Commitment 0 0 2 29 2 3 30 122
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 2 3 8 11 2 4 32 38
Margin Rules and Margin Trading: Past, Present, and Implications 0 0 0 0 1 5 5 5
Never a Dull Moment: Entropy Risk in Commodity Markets 0 0 3 7 0 1 22 30
Open banking: Credit market competition when borrowers own the data 2 3 15 67 4 13 81 249
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 2 2 14 139
Optimal Long-Term Contracting with Learning 0 0 0 11 0 0 10 85
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 0 0 0 1 2 2
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 0 18 1 3 22 114
Rollover Risk and Credit Risk 1 2 7 112 2 10 42 567
Sovereign Debt Ratchets and Welfare Destruction 0 0 0 17 0 2 21 72
The Sale of Multiple Assets with Private Information 0 0 0 15 2 2 10 92
The Stock Connect to China 0 0 0 9 0 2 13 29
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 1 3 7 110 10 38 100 616
Treasury inconvenience yields during the COVID-19 crisis 1 1 2 22 4 7 48 118
Uncertainty, Risk, and Incentives: Theory and Evidence 0 0 2 9 0 2 18 75
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 0 26 0 3 27 92
What Makes US Government Bonds Safe Assets? 0 1 3 28 1 2 11 228
Which Factors for Corporate Bond Returns? 0 4 12 26 2 11 54 72
Total Journal Articles 12 34 118 1,816 65 229 1,235 8,646
1 registered items for which data could not be found

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 0 2 4 26
Economic Effects of Lockdown in China 0 0 0 39 0 1 12 172
Total Chapters 0 0 0 44 0 3 16 198

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07