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 0 0 19 250
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 1 2 15 139
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 0 1 15 97
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 0 12 36
A Model of Capital and Crises 0 0 0 73 1 2 25 290
A Model of Capital and Crises 0 0 0 20 1 1 25 203
A Model of Safe Asset Determination 1 1 2 23 2 6 22 128
A Model of the Reserve Asset 0 0 0 29 0 1 8 99
A Theory of Debt Maturity: The Long and Short of Debt Overhang 1 1 4 113 1 7 37 426
A macroeconomic framework for quantifying systemic risk 1 1 2 92 1 1 18 413
Agency MBS as Safe Assets 0 0 0 10 0 1 23 61
An Economic Model of Consensus on Distributed Ledgers 0 0 0 21 0 0 9 50
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 0 0 14 30
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 2 3 19 152
Blockchain Disruption and Smart Contracts 0 1 8 333 1 4 73 902
Causal Inference for Asset Pricing 0 13 13 13 3 76 76 76
China's Financial System and Economy: A Review 0 0 2 62 0 1 28 158
Chinese Bond Market and Interbank Market 0 2 7 166 2 8 42 1,452
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 1 3 24 75
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 0 7 118
Decentralized Mining in Centralized Pools 0 0 2 37 1 6 42 281
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 1 2 13 272
Demand Elasticity in Dynamic Asset Pricing 0 0 5 5 0 0 24 24
Dynamic Debt Maturity 0 0 0 9 1 1 12 78
Dynamic Debt Runs 0 0 0 0 0 1 52 177
Dynamic Debt Runs 0 0 0 54 0 3 13 230
Dynamic agency and the q theory of investment 0 0 0 67 0 0 18 397
Earnings Management and Price Informativeness 0 0 9 9 1 4 20 20
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 0 1 26 129
Endogenous liquidity and defaultable bonds 0 0 0 26 0 0 15 143
Financing Speculative Booms 0 0 0 12 0 1 12 121
Homemade Foreign Trading 0 1 21 21 2 5 17 17
Household Migration and Collateral Constraint: Cash-based Housing Resettlement in China 0 1 23 23 0 4 26 26
Inefficient Investment Waves 0 0 0 32 0 0 10 200
Inefficient investment waves 0 0 0 9 0 1 19 69
Information Acquisition in Rumor Based Bank Runs 0 0 1 55 1 2 32 138
Information Acquisition in Rumor-Based Bank Runs 0 0 0 49 1 1 18 140
Information Span in Credit Market Competition 0 0 0 8 1 1 15 32
Information-Based Pricing in Specialized Lending 0 0 0 0 0 0 13 23
Information-Based Pricing in Specialized Lending 0 0 1 8 0 1 27 50
Information-Based Pricing in Specialized Lending 0 0 0 4 0 1 12 30
Intermediary Asset Pricing 0 1 2 78 0 5 28 474
Intermediary Asset Pricing 0 0 0 89 1 3 29 427
Intermediary Asset Pricing and the Financial Crisis 0 0 2 51 1 3 14 119
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 0 35 1 4 29 331
Intermediation via Credit Chains 0 0 1 9 2 3 14 42
Investing in Lending Technology: IT Spending in Banking 0 1 3 35 2 4 25 96
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 2 2 15 28
Leverage Dynamics without Commitment 0 0 0 27 0 1 15 115
Leverage-Induced Fire Sales and Stock Market Crashes 0 2 4 37 2 23 67 203
Margin trading and leverage management 0 0 1 8 1 1 18 43
More Frequent Than You Think: Revisiting Capital Structure Adjustment 3 3 3 3 3 4 4 4
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 3 4 56 184
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 2 23 2 8 40 134
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 2 33 1 1 34 648
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 31 0 4 53 116
Optimal Long-Term Contracting with Learning 0 0 0 27 0 2 24 96
Optimal Long-term Contracting with Learning 0 0 0 52 1 1 15 150
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 2 91 0 0 25 267
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 39 0 4 29 175
Rollover Risk and Credit Risk 1 1 3 94 3 9 37 457
Rollover Risk and Credit Risk 0 0 0 0 0 1 17 288
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 0 0 20 114
Sovereign Debt Ratchets and Welfare Destruction 0 0 0 34 1 1 15 106
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 1 19 30
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 0 1 90 0 10 54 435
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 2 7 37 87
The drivers and implications of retail margin trading 1 3 6 17 3 64 99 131
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 4 6 41 184
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 1 8 0 2 23 49
Uncertainty, risk, and incentives: theory and evidence 0 0 1 47 1 3 16 109
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 0 4 0 0 14 35
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 1 1 2 14 1 2 29 120
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 1 2 9 2 3 22 44
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 26 0 1 11 53
What Makes US Government Bonds Safe Assets? 0 0 0 61 0 0 60 222
What Makes US Government Bonds Safe Assets? 0 0 1 38 0 1 14 71
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 1 1 28 1 2 21 96
Total Working Papers 9 35 141 3,144 65 342 2,077 14,318

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 3 25 288
A Model of Safe Asset Determination 0 0 7 73 1 6 41 358
A Theory of Debt Maturity: The Long and Short of Debt Overhang 1 3 6 91 2 6 33 419
A model of dynamic compensation and capital structure 0 0 1 70 0 0 14 283
Balance Sheet Adjustments during the 2008 Crisis 0 0 0 119 1 2 15 402
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 1 2 32 1 3 20 106
Blockchain Disruption and Smart Contracts 3 6 14 200 9 15 82 726
China's Financial System and Economy: A Review 0 2 4 7 0 6 34 48
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 1 2 9 2 3 37 59
Debt Financing in Asset Markets 0 0 0 43 1 2 20 328
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 6 0 0 10 75
Decentralized Mining in Centralized Pools 0 0 0 16 1 3 33 87
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 0 1 17 210
Dynamic Agency and the q Theory of Investment 0 0 2 38 3 3 21 248
Dynamic Compensation Contracts with Private Savings 0 0 1 14 0 0 6 110
Dynamic Debt Maturity 0 0 0 12 0 1 23 99
Dynamic Debt Runs 1 2 4 37 3 8 25 148
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 1 2 15 194
Inefficient Investment Waves 0 0 0 25 0 0 15 157
Information Acquisition in Rumor‐Based Bank Runs 0 0 0 18 1 3 15 108
Information-based pricing in specialized lending 0 0 0 0 0 7 44 47
Intermediary Asset Pricing 0 1 4 161 4 15 55 714
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 1 2 17 78
Intermediary asset pricing: New evidence from many asset classes 0 2 7 173 11 17 65 657
Introduction: Special Issue on China I 0 2 5 12 0 3 13 31
Leverage Dynamics without Commitment 1 2 3 31 1 4 30 124
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 0 2 7 11 0 3 29 39
Margin Rules and Margin Trading: Past, Present, and Implications 0 0 0 0 0 2 6 6
Never a Dull Moment: Entropy Risk in Commodity Markets 0 0 3 7 0 1 23 31
Open banking: Credit market competition when borrowers own the data 1 6 18 71 9 22 84 267
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 1 3 15 140
Optimal Long-Term Contracting with Learning 0 0 0 11 2 2 10 87
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 1 1 1 1 1 2 4 4
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 0 18 2 3 23 116
Rollover Risk and Credit Risk 0 1 6 112 2 5 42 570
Sovereign Debt Ratchets and Welfare Destruction 0 2 2 19 1 4 21 76
The Sale of Multiple Assets with Private Information 0 0 0 15 0 2 10 92
The Stock Connect to China 1 1 1 10 2 3 12 32
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 1 2 6 111 11 27 109 633
Treasury inconvenience yields during the COVID-19 crisis 0 1 2 22 6 12 50 126
Uncertainty, Risk, and Incentives: Theory and Evidence 0 0 2 9 0 0 17 75
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 0 26 0 1 24 93
What Makes US Government Bonds Safe Assets? 0 0 3 28 1 5 15 232
Which Factors for Corporate Bond Returns? 1 3 14 29 3 8 58 78
Total Journal Articles 11 41 129 1,845 85 220 1,277 8,801
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 1 5 27
Economic Effects of Lockdown in China 0 0 0 39 0 0 12 172
Total Chapters 0 0 0 44 0 1 17 199

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Statistics updated 2026-10-11