Access Statistics for Jingzhi Huang

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
Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt 0 0 0 185 0 0 4 480
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 0 1 2 55
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 39 0 0 3 65
Inflation risk premium: evidence from the TIPS market 1 1 2 79 1 2 10 283
Peer Effects in Credit Ratings 0 0 0 0 0 0 1 129
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 1 2 493 0 1 3 1,392
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 3 3 537
Specification analysis of structural credit risk models 0 0 0 157 1 2 2 482
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 0 9 1,084
When Does Strategic Debt Service Matter? 0 0 0 106 0 0 0 479
Total Working Papers 1 2 5 1,210 2 9 37 4,986

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Forward Price and Forward Measure 0 0 2 170 0 2 9 464
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 0 0 0 2 4 4
Debt Covenants and Cross-Sectional Equity Returns 0 0 2 9 0 2 8 30
Determinants of S&P 500 index option returns 0 0 2 73 0 0 2 259
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 1 1 1 2 5 9 9
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 1 0 1 9 9
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 1 1 4 50
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 2 3 14 153 3 7 27 409
Leverage effect in cryptocurrency markets 1 1 4 23 3 4 15 72
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 1 3 18 1 2 10 56
Liquidity effects in corporate bond spreads 1 1 15 181 5 6 35 454
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 0 0 9 14 1 1 13 23
Pricing and Hedging American Options: A Recursive Integration Method 0 0 0 352 0 0 3 916
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 1 4 0 0 4 22
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 0 1 14 0 0 4 41
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 1 38 0 1 4 169
Specification Analysis of Structural Credit Risk Models* 0 0 0 6 0 0 4 29
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 0 2 16
Testing moving average trading strategies on ETFs 0 1 2 26 0 2 9 88
The information content of Basel III liquidity risk measures 1 2 6 178 4 6 24 529
The valuation of American barrier options using the decomposition technique 0 0 0 166 0 2 2 340
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 1 4 49 0 4 13 138
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 1 3 2 3 4 45
What Do We Know About Corporate Bond Returns? 0 1 3 72 0 1 5 106
When does Strategic Debt-service Matter? 0 0 0 28 0 0 0 142
Why do firms issue guaranteed bonds? 0 0 0 3 1 2 4 39
Total Journal Articles 5 12 72 1,593 23 54 227 4,459

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit Derivatives 0 0 0 0 2 2 4 11
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 0 0 0 1 3 5 28
Total Chapters 0 0 0 0 3 5 9 39

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Statistics updated 2025-03-03