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 0 1 2 8 78
A Macroeconomic Framework for Quantifying Systemic Risk 1 1 5 128 4 10 29 189
A Model of Capital and Crises 0 2 3 15 2 5 14 103
A Model of Capital and Crises 0 0 1 71 0 3 12 228
A Model of Safe Asset Determination 0 1 6 13 1 3 23 54
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 0 4 90 0 3 24 309
A macroeconomic framework for quantifying systemic risk 1 3 9 73 4 10 27 271
Balance Sheet Adjustments in the 2008 Crisis 1 1 2 18 1 3 15 96
Blockchain Disruption and Smart Contracts 5 25 80 152 15 55 173 222
Chinese Bond Market and Interbank Market 3 12 70 70 5 40 73 73
Debt Financing in Asset Markets 0 1 4 54 0 2 7 88
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 1 2 22 0 2 10 71
Decentralized Mining in Centralized Pools 0 3 14 14 0 9 23 23
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 1 45 0 0 6 199
Dynamic Debt Maturity 0 0 1 6 0 1 14 36
Dynamic Debt Runs 0 0 0 49 0 2 7 187
Dynamic Debt Runs 0 0 0 0 1 1 6 72
Dynamic agency and the q theory of investment 2 3 4 61 3 8 11 211
Endogenous Liquidity and Defaultable Bonds 0 1 3 24 0 1 9 71
Endogenous liquidity and defaultable bonds 0 0 0 18 0 0 2 99
Inefficient Investment Waves 0 0 0 28 2 3 14 123
Inefficient investment waves 0 0 2 7 0 1 6 20
Information Acquisition in Rumor Based Bank Runs 0 0 0 51 0 1 7 77
Information Acquisition in Rumor-Based Bank Runs 0 1 1 43 0 1 3 91
Intermediary Asset Pricing 0 1 4 82 1 3 11 313
Intermediary Asset Pricing 0 1 3 66 2 9 22 353
Intermediary Asset Pricing and the Financial Crisis 0 1 8 41 0 5 23 49
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 1 1 22 1 3 9 107
Leverage Dynamics without Commitment 0 2 6 14 0 5 11 33
Leverage-Induced Fire Sales and Stock Market Crashes 0 1 17 17 1 8 24 24
Optimal Long-Term Contracting with Learning 0 0 2 25 0 2 8 25
Optimal Long-term Contracting with Learning 0 0 2 42 0 2 6 79
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 30 0 2 16 84
Rollover Risk and Credit Risk 0 1 2 86 1 5 14 316
Rollover Risk and Credit Risk 0 0 0 0 1 2 15 133
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 6 15 58 3 22 59 102
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 1 4 14 45 2 9 30 45
Uncertainty, risk, and incentives: theory and evidence 0 0 0 44 0 5 9 57
What Makes US Government Bonds Safe Assets? 0 2 2 31 0 3 4 28
What Makes US Government Bonds Safe Assets? 1 2 8 47 2 3 16 75
Total Working Papers 15 77 297 1,702 53 254 800 4,814


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 1 6 48 0 3 29 210
A model of dynamic compensation and capital structure 0 0 3 58 1 1 7 204
Balance Sheet Adjustments during the 2008 Crisis 1 3 10 93 2 8 28 289
Debt Financing in Asset Markets 0 0 2 42 3 10 24 277
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 1 1 3 8 16
Delegated asset management, investment mandates, and capital immobility 0 0 1 36 0 0 5 121
Dynamic Agency and the q Theory of Investment 0 0 0 30 1 3 12 157
Dynamic Compensation Contracts with Private Savings 0 0 0 10 1 1 5 72
Dynamic Debt Maturity 0 0 1 8 0 1 7 33
Dynamic Debt Runs 1 1 4 17 2 3 10 53
Endogenous Liquidity and Defaultable Bonds 0 1 4 16 0 4 16 79
Inefficient Investment Waves 0 3 9 19 0 4 26 72
Information Acquisition in Rumor-Based Bank Runs 0 0 0 10 0 0 5 38
Intermediary Asset Pricing 1 3 10 100 4 12 51 387
Intermediary asset pricing: New evidence from many asset classes 2 4 9 24 6 18 57 117
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 1 18 0 2 6 101
Optimal Long-Term Contracting with Learning 0 0 3 7 0 3 8 35
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 1 2 6 12 12
Rollover Risk and Credit Risk 0 0 3 84 4 5 24 350
The Sale of Multiple Assets with Private Information 0 0 0 13 0 2 4 64
Uncertainty, Risk, and Incentives: Theory and Evidence 0 0 0 3 0 1 6 15
What Makes US Government Bonds Safe Assets? 1 2 2 17 1 9 32 124
Total Journal Articles 6 18 70 655 28 99 382 2,826


Statistics updated 2019-07-03