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 0 4 11 82
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 2 128 1 1 20 190
A Model of Capital and Crises 0 0 3 15 3 3 14 106
A Model of Capital and Crises 0 0 1 71 0 1 11 229
A Model of Safe Asset Determination 0 1 6 14 1 9 29 63
A Theory of Debt Maturity: The Long and Short of Debt Overhang 0 0 4 90 3 5 27 314
A macroeconomic framework for quantifying systemic risk 1 2 8 75 2 7 30 278
Balance Sheet Adjustments in the 2008 Crisis 0 1 3 19 1 3 17 99
Blockchain Disruption and Smart Contracts 3 14 78 166 14 41 177 263
Chinese Bond Market and Interbank Market 3 13 83 83 25 43 116 116
Debt Financing in Asset Markets 0 0 4 54 0 0 6 88
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal? 0 0 2 22 0 0 9 71
Decentralized Mining in Centralized Pools 1 4 18 18 2 7 30 30
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 1 45 1 1 7 200
Dynamic Debt Maturity 0 0 0 6 1 1 9 37
Dynamic Debt Runs 0 0 0 0 0 1 4 73
Dynamic Debt Runs 0 0 0 49 0 0 6 187
Dynamic agency and the q theory of investment 0 1 5 62 4 7 16 218
Endogenous Liquidity and Defaultable Bonds 0 0 3 24 0 0 7 71
Endogenous liquidity and defaultable bonds 0 0 0 18 1 1 2 100
Inefficient Investment Waves 0 0 0 28 0 3 16 126
Inefficient investment waves 0 1 3 8 2 4 9 24
Information Acquisition in Rumor Based Bank Runs 0 0 0 51 0 0 6 77
Information Acquisition in Rumor-Based Bank Runs 0 0 1 43 1 1 4 92
Intermediary Asset Pricing 0 1 4 83 2 6 15 319
Intermediary Asset Pricing 0 0 2 66 2 6 26 359
Intermediary Asset Pricing and the Financial Crisis 0 0 4 41 0 2 17 51
Intermediary Asset Pricing: New Evidence from Many Asset Classes 0 0 1 22 1 15 23 122
Leverage Dynamics without Commitment 0 0 6 14 2 2 12 35
Leverage-Induced Fire Sales and Stock Market Crashes 0 0 17 17 1 4 28 28
Optimal Long-Term Contracting with Learning 0 0 0 25 1 1 5 26
Optimal Long-term Contracting with Learning 0 0 2 42 1 2 7 81
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 0 0 1 30 1 2 13 86
Rollover Risk and Credit Risk 0 0 0 0 2 5 16 138
Rollover Risk and Credit Risk 0 1 3 87 2 3 14 319
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 1 1 13 59 3 13 64 115
The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes 0 0 11 45 2 4 27 49
Uncertainty, risk, and incentives: theory and evidence 0 0 0 44 1 2 11 59
What Makes US Government Bonds Safe Assets? 0 0 6 47 2 8 20 83
What Makes US Government Bonds Safe Assets? 1 2 4 33 3 4 7 32
Total Working Papers 10 42 299 1,744 88 222 888 5,036

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 1 2 8 50 3 8 26 218
A model of dynamic compensation and capital structure 1 1 3 59 3 5 10 209
Balance Sheet Adjustments during the 2008 Crisis 0 0 6 93 1 9 30 298
Debt Financing in Asset Markets 0 0 2 42 1 1 19 278
Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? 0 0 1 1 1 3 11 19
Delegated asset management, investment mandates, and capital immobility 0 1 2 37 0 3 6 124
Dynamic Agency and the q Theory of Investment 0 0 0 30 2 2 13 159
Dynamic Compensation Contracts with Private Savings 0 0 0 10 1 4 8 76
Dynamic Debt Maturity 0 0 1 8 0 0 5 33
Dynamic Debt Runs 0 0 3 17 2 7 14 60
Endogenous Liquidity and Defaultable Bonds 0 0 4 16 0 1 17 80
Inefficient Investment Waves 1 1 8 20 2 6 23 78
Information Acquisition in Rumor-Based Bank Runs 0 0 0 10 0 1 5 39
Intermediary Asset Pricing 1 3 11 103 6 13 52 400
Intermediary asset pricing: New evidence from many asset classes 1 4 11 28 5 23 66 140
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion 0 0 0 18 0 0 3 101
Optimal Long-Term Contracting with Learning 0 0 1 7 0 2 7 37
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle 1 1 2 2 2 4 16 16
Rollover Risk and Credit Risk 0 1 2 85 6 9 25 359
The Sale of Multiple Assets with Private Information 0 1 1 14 0 2 6 66
Uncertainty, Risk, and Incentives: Theory and Evidence 0 0 0 3 0 1 7 16
What Makes US Government Bonds Safe Assets? 0 0 2 17 2 7 32 131
Total Journal Articles 6 15 68 670 37 111 401 2,937

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Statistics updated 2019-10-05