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 2 4 7 30
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 0 0 7 10 132
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 1 8 9 240
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 91 0 8 13 92
A Model of Capital and Crises 0 0 0 73 8 15 21 284
A Model of Capital and Crises 0 0 0 20 0 20 23 199
A Model of Safe Asset Determination 0 0 2 22 2 10 16 119
A Model of the Reserve Asset 0 0 1 29 2 4 9 95
A Theory of Debt Maturity: The Long and Short of Debt Overhang 1 1 2 111 3 13 18 407
A macroeconomic framework for quantifying systemic risk 0 0 0 90 0 6 12 404
Agency MBS as Safe Assets 0 0 0 10 4 14 21 54
An Economic Model of Consensus on Distributed Ledgers 0 0 0 21 1 5 7 48
An Economic Model of Consensus on Distributed Ledgers 0 0 0 6 1 5 9 23
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 5 10 13 146
Blockchain Disruption and Smart Contracts 1 5 10 330 8 32 67 876
China's Financial System and Economy: A Review 0 0 0 60 8 19 19 149
Chinese Bond Market and Interbank Market 0 2 2 161 1 16 27 1,430
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 0 0 15 7 15 16 67
Debt Financing in Asset Markets 0 0 0 57 1 10 13 113
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 0 22 0 4 6 116
Decentralized Mining in Centralized Pools 1 1 2 37 2 14 27 258
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 1 3 10 265
Demand Elasticity in Dynamic Asset Pricing 0 1 5 5 3 10 15 15
Dynamic Debt Maturity 0 0 0 9 0 4 8 74
Dynamic Debt Runs 0 0 1 54 0 4 7 222
Dynamic Debt Runs 0 0 0 0 1 46 51 171
Dynamic agency and the q theory of investment 0 0 0 67 1 9 15 389
Endogenous Liquidity and Defaultable Bonds 0 0 0 28 0 12 17 119
Endogenous liquidity and defaultable bonds 0 0 2 26 3 8 11 137
Financing Speculative Booms 0 0 0 12 3 4 8 114
Inefficient Investment Waves 0 0 0 32 0 3 7 197
Inefficient investment waves 0 0 0 9 2 15 17 65
Information Acquisition in Rumor Based Bank Runs 0 0 1 54 7 15 21 123
Information Acquisition in Rumor-Based Bank Runs 0 0 1 49 1 5 10 130
Information Span in Credit Market Competition 0 0 0 8 1 7 11 26
Information-Based Pricing in Specialized Lending 0 0 0 4 4 9 10 27
Information-Based Pricing in Specialized Lending 0 1 1 8 4 21 27 46
Information-Based Pricing in Specialized Lending 0 0 0 0 5 7 13 19
Intermediary Asset Pricing 0 0 0 89 2 11 13 409
Intermediary Asset Pricing 1 1 1 77 1 8 19 462
Intermediary Asset Pricing and the Financial Crisis 0 1 1 50 3 7 9 112
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 2 35 6 15 20 318
Intermediation via Credit Chains 0 1 1 9 1 5 8 35
Investing in Lending Technology: IT Spending in Banking 0 0 0 32 0 6 17 82
Investing in Lending Technology: IT Spending in Banking 0 0 0 6 0 8 14 24
Leverage Dynamics without Commitment 0 0 1 27 1 8 11 108
Leverage-Induced Fire Sales and Stock Market Crashes 1 1 2 35 6 21 28 160
Margin trading and leverage management 0 1 5 8 2 8 15 33
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 21 9 20 26 115
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 31 3 14 30 636
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 0 37 15 37 46 170
Open Banking: Credit Market Competition When Borrowers Own the Data 0 0 1 31 9 36 44 100
Optimal Long-Term Contracting with Learning 0 0 0 27 5 11 14 86
Optimal Long-term Contracting with Learning 0 0 1 52 1 10 14 147
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets 0 0 4 91 2 10 21 256
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 1 1 39 3 13 17 159
Rollover Risk and Credit Risk 0 0 0 91 3 10 14 431
Rollover Risk and Credit Risk 0 0 0 0 1 8 10 279
Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? 0 0 0 43 6 9 17 108
Sovereign Debt Ratchets and Welfare Destruction 0 0 1 34 0 8 11 101
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 0 14 18 28
Tech-Driven Intermediation in the Originate-to-Distribute Model 0 0 0 3 1 6 9 18
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 89 6 24 43 411
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 0 59 5 14 18 140
The Stock Connect to China 0 0 0 26 1 15 18 67
The drivers and implications of retail margin trading 0 0 4 12 1 12 38 51
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 1 8 12 37
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 3 19 28 170
Uncertainty, risk, and incentives: theory and evidence 1 1 1 47 2 4 6 98
Valuation of Long-Term Property Rights under Political Uncertainty 0 0 1 4 2 6 11 29
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 13 7 14 28 111
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 1 26 0 4 10 47
What Gets Measured Gets Managed: Investment and the Cost of Capital 0 0 0 7 0 10 14 33
What Makes US Government Bonds Safe Assets? 0 1 1 38 4 9 10 67
What Makes US Government Bonds Safe Assets? 0 0 1 61 11 28 34 194
Zoning for Profits: How Public Finance Shapes Land Supply in China 0 0 0 27 3 6 11 83
Total Working Papers 6 19 63 3,034 218 897 1,347 13,336

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 4 54 1 7 17 274
A Model of Safe Asset Determination 2 2 8 72 9 17 40 344
A Theory of Debt Maturity: The Long and Short of Debt Overhang 2 2 4 87 5 13 27 406
A model of dynamic compensation and capital structure 0 0 2 70 3 6 11 277
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 2 7 12 396
Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig 0 0 3 31 4 10 22 99
Blockchain Disruption and Smart Contracts 1 2 14 192 11 32 77 689
China's Financial System and Economy: A Review 0 0 2 3 1 9 19 27
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress 0 1 1 8 3 27 30 51
Debt Financing in Asset Markets 0 0 0 43 7 13 16 322
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 6 1 2 3 68
Decentralized Mining in Centralized Pools 0 0 0 16 4 12 24 72
Delegated asset management, investment mandates, and capital immobility 0 0 0 45 2 8 10 203
Dynamic Agency and the q Theory of Investment 2 2 3 38 5 11 16 241
Dynamic Compensation Contracts with Private Savings 0 0 1 14 1 5 9 110
Dynamic Debt Maturity 0 0 0 12 6 16 20 94
Dynamic Debt Runs 0 0 0 33 1 8 15 134
Endogenous Liquidity and Defaultable Bonds 0 0 0 26 3 5 10 189
Inefficient Investment Waves 0 0 0 25 3 8 14 154
Information Acquisition in Rumor‐Based Bank Runs 0 0 0 18 4 7 10 100
Information-based pricing in specialized lending 0 0 0 0 2 21 30 30
Intermediary Asset Pricing 1 1 4 158 6 15 34 678
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 2 7 10 70
Intermediary asset pricing: New evidence from many asset classes 0 1 5 168 3 17 44 617
Introduction: Special Issue on China I 0 2 4 10 2 7 13 27
Leverage Dynamics without Commitment 0 0 4 29 5 11 26 109
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities 2 2 3 6 6 10 20 25
Never a Dull Moment: Entropy Risk in Commodity Markets 0 3 4 7 3 15 18 25
Open banking: Credit market competition when borrowers own the data 2 3 14 59 4 19 74 221
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 22 1 9 10 134
Optimal Long-Term Contracting with Learning 0 0 0 11 2 7 11 84
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 2 18 1 9 18 105
Rollover Risk and Credit Risk 1 3 6 110 5 13 27 548
Sovereign Debt Ratchets and Welfare Destruction 0 0 2 17 1 7 20 66
The Sale of Multiple Assets with Private Information 0 0 0 15 2 6 7 88
The Stock Connect to China 0 0 0 9 1 5 11 27
The financing of local government in China: Stimulus loan wanes and shadow banking waxes 0 1 7 107 10 24 67 563
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 21 5 18 35 100
Uncertainty, Risk, and Incentives: Theory and Evidence 1 1 2 9 4 6 13 69
Valuing Long-Term Property Rights with Anticipated Political Regime Shifts 0 0 2 26 1 12 34 86
What Makes US Government Bonds Safe Assets? 1 2 2 27 4 7 11 226
Which Factors for Corporate Bond Returns? 2 4 14 21 11 22 45 54
Total Journal Articles 17 32 122 1,772 157 490 980 8,202

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 1 23
Economic Effects of Lockdown in China 0 0 0 39 2 5 7 167
Total Chapters 0 0 0 44 2 6 8 190

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Statistics updated 2026-03-04