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 1 91 4 6 9 88
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 1 2 4 126
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 2 4 26
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 3 4 4 235
A Model of Capital and Crises 0 0 0 73 3 7 9 272
A Model of Capital and Crises 0 0 0 20 1 2 4 180
A Model of Safe Asset Determination 0 1 2 22 4 7 10 113
A Model of the Reserve Asset 0 0 1 29 1 1 6 92
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 1 3 110 5 10 12 399
A macroeconomic framework for quantifying systemic risk 0 0 0 90 3 6 10 401
Agency MBS as Safe Assets 0 0 0 10 4 6 12 44
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 2 4 6 20
An Economic Model of Consensus on Distributed Ledgers 0 0 1 21 1 3 4 44
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 1 4 4 137
Blockchain Disruption and Smart Contracts 0 0 8 325 10 25 53 854
China's Financial System and Economy: A Review 0 0 0 60 8 8 9 138
Chinese Bond Market and Interbank Market 1 1 1 160 4 8 18 1,418
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 4 5 5 56
Debt Financing in Asset Markets 0 0 0 57 4 7 7 107
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 0 22 2 3 4 114
Decentralized Mining in Centralized Pools 0 1 1 36 4 9 20 248
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 0 3 7 262
Demand Elasticity in Dynamic Asset Pricing 0 4 4 4 3 8 8 8
Dynamic Debt Maturity 0 0 0 9 1 5 5 71
Dynamic Debt Runs 0 0 1 54 1 2 5 219
Dynamic Debt Runs 0 0 0 0 31 31 37 156
Dynamic agency and the q theory of investment 0 0 0 67 3 4 10 383
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 2 6 7 109
Endogenous liquidity and defaultable bonds 0 0 2 26 1 2 4 130
Financing Speculative Booms 0 0 0 12 1 2 6 111
Inefficient Investment Waves 0 0 0 32 2 6 6 196
Inefficient investment waves 0 0 0 9 3 3 5 53
Information Acquisition in Rumor Based Bank Runs 0 0 1 54 2 4 9 110
Information Acquisition in Rumor-Based Bank Runs 0 0 1 49 1 4 8 126
Information Span in Credit Market Competition 0 0 2 8 3 5 9 22
Information-Based Pricing in Specialized Lending 0 0 0 4 2 2 3 20
Information-Based Pricing in Specialized Lending 0 0 0 0 1 3 11 13
Information-Based Pricing in Specialized Lending 0 0 0 7 16 18 22 41
Intermediary Asset Pricing 0 0 0 76 1 9 14 455
Intermediary Asset Pricing 0 0 0 89 3 3 7 401
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 1 1 3 106
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 2 35 1 2 6 304
Intermediation via Credit Chains 1 1 1 9 1 3 4 31
Investing in Lending Technology: IT Spending in Banking 0 0 0 32 2 7 14 78
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 2 5 10 18
Leverage Dynamics without Commitment 0 0 1 27 2 2 5 102
Leverage-Induced Fire Sales and Stock Market Crashes 0 1 1 34 5 8 12 144
Margin trading and leverage management 1 1 5 8 2 2 10 27
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 21 6 7 13 101
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 2 7 11 135
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 31 2 10 18 624
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 1 31 2 3 10 66
Optimal Long-Term Contracting with Learning 0 0 0 27 1 4 5 76
Optimal Long-term Contracting with Learning 0 0 1 52 1 3 6 138
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 2 4 91 3 7 15 249
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 0 38 6 6 10 152
Rollover Risk and Credit Risk 0 0 0 0 2 2 4 273
Rollover Risk and Credit Risk 0 0 0 91 2 3 6 423
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 1 6 9 100
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 34 2 4 5 95
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 3 6 7 17
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 1 2 4 13
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 1 89 12 18 35 399
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 59 4 5 8 130
The Stock Connect to China 0 0 0 26 3 5 7 55
The drivers and implications of retail margin trading 0 1 11 12 4 11 40 43
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 3 11 13 154
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 5 8 12 34
Uncertainty, risk, and incentives: theory and evidence 0 0 0 46 0 1 2 94
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 1 4 2 4 8 25
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 1 2 13 0 6 14 97
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 1 26 2 3 8 45
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 7 5 6 9 28
What Makes US Government Bonds Safe Assets? 0 0 0 37 2 3 3 60
What Makes US Government Bonds Safe Assets? 0 0 1 61 7 11 13 173
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 0 0 27 2 4 8 79
Total Working Papers 3 15 63 3,018 247 445 764 12,686

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 6 54 3 7 15 270
A Model of Safe Asset Determination 0 4 6 70 2 12 27 329
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 0 4 85 2 9 21 395
A model of dynamic compensation and capital structure 0 1 2 70 1 3 7 272
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 1 3 7 390
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 1 5 31 1 4 16 90
Blockchain Disruption and Smart Contracts 1 5 18 191 13 26 64 670
China's Financial System and Economy: A Review 0 0 2 3 3 7 15 21
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 7 3 5 6 27
Debt Financing in Asset Markets 0 0 0 43 1 2 5 310
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 1 1 6 0 1 2 66
Decentralized Mining in Centralized Pools 0 0 0 16 3 9 16 63
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 2 4 4 197
Dynamic Agency and the q Theory of Investment 0 0 1 36 6 9 12 236
Dynamic Compensation Contracts with Private Savings 0 1 1 14 2 3 6 107
Dynamic Debt Maturity 0 0 0 12 2 4 6 80
Dynamic Debt Runs 0 0 0 33 2 5 10 128
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 0 5 5 184
Inefficient Investment Waves 0 0 0 25 1 5 7 147
Information Acquisition in Rumor‐Based Bank Runs 0 0 1 18 1 1 6 94
Information-based pricing in specialized lending 0 0 0 0 13 19 22 22
Intermediary Asset Pricing 0 0 4 157 3 7 29 666
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 2 4 6 65
Intermediary asset pricing: New evidence from many asset classes 1 2 7 168 4 12 36 604
Introduction: Special Issue on China I 0 1 2 8 0 2 7 20
Leverage Dynamics without Commitment 0 1 5 29 2 6 21 100
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 0 0 2 4 1 6 12 16
Never a Dull Moment: Entropy Risk in Commodity Markets 2 2 4 6 2 4 7 12
Open banking: Credit market competition when borrowers own the data 1 4 15 57 8 27 73 210
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 0 0 1 125
Optimal Long-Term Contracting with Learning 0 0 1 11 0 0 6 77
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 2 18 1 4 10 97
Rollover Risk and Credit Risk 1 2 4 108 2 9 18 537
Sovereign Debt Ratchets and Welfare Destruction 0 0 4 17 4 8 21 63
The Sale of Multiple Assets with Private Information 0 0 0 15 2 2 3 84
The Stock Connect to China 0 0 0 9 2 4 8 24
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 1 2 10 107 7 22 56 546
Treasury inconvenience yields during the COVID-19 crisis 0 1 1 21 7 13 27 89
Uncertainty, Risk, and Incentives: Theory and Evidence 0 1 1 8 1 6 10 64
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 4 26 6 11 35 80
What Makes US Government Bonds Safe Assets? 0 0 0 25 1 3 5 220
Which Factors for Corporate Bond Returns? 0 2 11 17 4 16 29 36
Total Journal Articles 7 31 127 1,747 121 309 699 7,833

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 0 0 22
Economic Effects of Lockdown in China 0 0 0 39 1 3 4 163
Total Chapters 0 0 0 44 1 3 4 185

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Statistics updated 2026-01-09