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 6 13 36
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 0 5 13 137
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 1 4 15 96
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 1 8 17 248
A Model of Capital and Crises 0 0 0 73 3 4 25 288
A Model of Capital and Crises 0 0 0 20 1 3 25 202
A Model of Safe Asset Determination 0 0 1 22 0 3 17 122
A Model of the Reserve Asset 0 0 1 29 0 3 10 98
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 0 2 111 2 10 28 417
A macroeconomic framework for quantifying systemic risk 0 1 1 91 0 7 18 411
Agency MBS as Safe Assets 0 0 0 10 1 6 22 60
An Economic Model of Consensus on Distributed Ledgers 0 0 0 21 0 2 9 50
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 0 6 14 29
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 0 1 14 147
Blockchain Disruption and Smart Contracts 0 2 8 332 7 18 74 894
China's Financial System and Economy: A Review 1 1 1 61 3 7 26 156
Chinese Bond Market and Interbank Market 1 3 5 164 2 13 37 1,443
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 1 5 21 72
Debt Financing in Asset Markets 0 0 0 57 0 3 16 116
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 0 22 2 2 8 118
Decentralized Mining in Centralized Pools 0 0 2 37 3 17 41 275
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 3 4 13 269
Demand Elasticity in Dynamic Asset Pricing 0 0 5 5 1 7 22 22
Dynamic Debt Maturity 0 0 0 9 0 3 11 77
Dynamic Debt Runs 0 0 0 54 1 4 10 226
Dynamic Debt Runs 0 0 0 0 0 4 52 175
Dynamic agency and the q theory of investment 0 0 0 67 0 7 22 396
Earnings Management and Price Informativeness 2 2 2 2 9 9 9 9
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 1 8 25 127
Endogenous liquidity and defaultable bonds 0 0 2 26 2 5 16 142
Financing Speculative Booms 0 0 0 12 1 5 12 119
Homemade Foreign Trading 10 20 20 20 6 11 11 11
Household Migration and Collateral Constraint: Cash-based Housing Resettlement in China 1 22 22 22 3 20 20 20
Inefficient Investment Waves 0 0 0 32 0 3 10 200
Inefficient investment waves 0 0 0 9 0 3 19 68
Information Acquisition in Rumor Based Bank Runs 0 1 1 55 1 10 30 133
Information Acquisition in Rumor-Based Bank Runs 0 0 1 49 0 8 18 138
Information Span in Credit Market Competition 0 0 0 8 0 4 15 30
Information-Based Pricing in Specialized Lending 0 0 0 0 1 4 16 23
Information-Based Pricing in Specialized Lending 0 0 0 4 1 2 12 29
Information-Based Pricing in Specialized Lending 0 0 1 8 1 3 29 49
Intermediary Asset Pricing 0 0 1 77 1 6 24 468
Intermediary Asset Pricing 0 0 0 89 0 11 24 420
Intermediary Asset Pricing and the Financial Crisis 0 1 2 51 0 4 12 116
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 1 35 0 9 28 327
Intermediation via Credit Chains 0 0 1 9 0 2 9 37
Investing in Lending Technology: IT Spending in Banking 1 2 2 34 4 9 23 91
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 1 2 15 26
Leverage Dynamics without Commitment 0 0 1 27 1 6 17 114
Leverage-Induced Fire Sales and Stock Market Crashes 0 0 2 35 2 15 43 175
Margin trading and leverage management 0 0 4 8 0 4 16 37
Open Banking: Credit Market Competition When Borrowers Own the Data 1 2 2 23 4 10 35 125
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 1 10 54 180
Open Banking: Credit Market Competition When Borrowers Own the Data 1 2 2 33 3 11 37 647
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 1 31 1 12 54 112
Optimal Long-Term Contracting with Learning 0 0 0 27 0 7 21 93
Optimal Long-term Contracting with Learning 0 0 1 52 0 2 16 149
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 4 91 2 10 29 266
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 39 0 8 23 167
Rollover Risk and Credit Risk 0 0 0 0 1 5 15 284
Rollover Risk and Credit Risk 0 2 2 93 4 16 29 447
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 0 3 18 111
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 34 1 4 15 105
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 0 7 18
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 1 19 29
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 89 2 11 47 422
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 59 0 9 24 149
The Stock Connect to China 0 0 0 26 8 11 28 78
The drivers and implications of retail margin trading 1 1 3 13 3 11 41 62
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 1 7 34 177
Treasury Inconvenience Yields during the COVID-19 Crisis 1 1 1 8 4 9 21 46
Uncertainty, risk, and incentives: theory and evidence 0 0 1 47 2 8 14 106
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 1 4 0 5 16 34
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 13 1 7 29 118
What Gets Measured Gets Managed: Investment and the Cost of Capital 1 1 1 8 2 6 19 39
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 26 2 4 13 51
What Makes US Government Bonds Safe Assets? 0 0 1 61 14 24 58 218
What Makes US Government Bonds Safe Assets? 0 0 1 38 0 3 13 70
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 0 0 27 0 6 15 89
Total Working Papers 21 64 114 3,098 123 545 1,790 13,881

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 1 1 55 2 10 23 284
A Model of Safe Asset Determination 1 1 8 73 3 5 41 349
A Theory of Debt Maturity: The Long and Short of Debt Overhang 1 1 5 88 2 7 30 413
A model of dynamic compensation and capital structure 0 0 2 70 0 6 17 283
Agency MBS as Safe Assets 0 0 0 0 0 8 11 11
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 0 2 12 398
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 0 2 31 0 2 22 101
Blockchain Disruption and Smart Contracts 1 1 12 193 8 19 81 708
China's Financial System and Economy: A Review 1 1 2 4 2 10 27 37
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 1 8 2 5 35 56
Debt Financing in Asset Markets 0 0 0 43 1 4 20 326
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 6 0 6 9 74
Decentralized Mining in Centralized Pools 0 0 0 16 2 9 30 81
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 2 5 15 208
Dynamic Agency and the q Theory of Investment 0 0 2 38 1 2 17 243
Dynamic Compensation Contracts with Private Savings 0 0 1 14 0 0 8 110
Dynamic Debt Maturity 0 0 0 12 0 3 23 97
Dynamic Debt Runs 1 1 1 34 1 3 16 137
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 1 3 13 192
Inefficient Investment Waves 0 0 0 25 0 3 17 157
Information Acquisition in Rumor‐Based Bank Runs 0 0 0 18 0 4 14 104
Information-based pricing in specialized lending 0 0 0 0 5 9 39 39
Intermediary Asset Pricing 1 2 5 160 2 14 41 692
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 1 5 15 75
Intermediary asset pricing: New evidence from many asset classes 2 2 5 170 8 17 50 634
Introduction: Special Issue on China I 0 0 4 10 0 1 13 28
Leverage Dynamics without Commitment 0 0 2 29 1 11 29 120
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 1 3 6 9 2 11 30 36
Margin Rules and Margin Trading: Past, Present, and Implications 0 0 0 0 2 2 2 2
Never a Dull Moment: Entropy Risk in Commodity Markets 0 0 3 7 1 5 22 30
Open banking: Credit market competition when borrowers own the data 0 5 16 64 2 17 78 238
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 0 3 12 137
Optimal Long-Term Contracting with Learning 0 0 0 11 0 1 10 85
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 0 0 0 1 1 1
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 2 18 2 8 25 113
Rollover Risk and Credit Risk 1 1 6 111 6 15 38 563
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 17 1 5 22 71
The Sale of Multiple Assets with Private Information 0 0 0 15 0 2 8 90
The Stock Connect to China 0 0 0 9 2 2 13 29
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 1 1 6 108 13 28 83 591
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 21 1 12 43 112
Uncertainty, Risk, and Incentives: Theory and Evidence 0 0 2 9 1 5 17 74
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 1 26 3 6 32 92
What Makes US Government Bonds Safe Assets? 1 1 3 28 1 1 12 227
Which Factors for Corporate Bond Returns? 3 4 14 25 7 14 53 68
Total Journal Articles 15 25 116 1,797 88 311 1,169 8,516

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 2 3 25
Economic Effects of Lockdown in China 0 0 0 39 1 5 12 172
Total Chapters 0 0 0 44 2 7 15 197

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Statistics updated 2026-06-04