Access Statistics for Hao Zhou

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 Framework for Assessing the Systemic Risk of Major Financial Institutions 2 5 7 357 3 7 15 942
A framework for assessing the systemic risk of major financial institutions 0 0 2 92 1 5 15 268
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model 0 0 1 372 0 3 7 1,029
Ambiguity Aversion and Variance Premium 0 1 2 70 1 4 9 187
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 1 208 0 2 8 515
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 0 138 0 3 11 333
Bond risk premia and realized jump volatility 0 0 0 98 0 4 9 284
Credit default swap spreads and variance risk premia 0 0 0 100 0 3 15 206
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities 0 0 1 217 1 1 6 482
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 0 0 434 1 4 8 1,014
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data 0 0 1 63 0 2 10 302
Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data 0 0 1 108 0 4 9 282
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 506 1 4 8 1,136
Expected Stock Returns and Variance Risk Premia 0 0 2 104 3 7 16 369
Expected stock returns and variance risk premia 1 1 4 387 2 8 23 1,014
Explaining credit default swap spreads with equity volatility and jump risks of individual firms 0 2 6 165 1 4 21 743
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms 0 0 3 439 0 4 16 1,853
Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets 0 2 15 117 2 7 30 261
Itô conditional moment generator and the estimation of short rate processes 0 0 1 124 1 5 12 344
Jump-diffusion term structure and Ito conditional moment generator 0 0 0 362 1 4 8 946
Leverage-Induced Fire Sales and Stock Market Crashes 0 1 17 17 1 8 24 24
Realized jumps on financial markets and predicting credit spreads 0 0 1 140 0 4 11 427
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 174 0 3 5 486
Risk, Uncertainty, and Expected Returns 1 1 6 184 2 4 20 580
Risk, uncertainty, and expected returns 0 0 0 22 1 5 8 86
Rural-Urban Disparity and Sectoral Labor Allocation in China 0 0 0 20 1 2 8 1,659
Short Run Bond Risk Premia 0 0 1 54 1 2 8 96
Specification analysis of structural credit risk models 1 1 3 149 2 6 13 427
Stock Return and Cash Flow Predictability: The Role of Volatility Risk 0 0 0 99 0 0 8 182
Stock return predictability and variance risk premia: statistical inference and international evidence 0 0 6 121 0 5 21 255
Systemic risk contributions 1 1 4 165 1 4 15 334
Term structure of interest rates with regime shifts 0 0 1 443 1 4 14 800
The systemic risk of European banks during the financial and sovereign debt crises 0 1 6 138 0 6 19 162
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty 1 1 5 76 3 7 15 225
Variance risk premiums and the forward premium puzzle 0 0 1 22 0 1 6 101
Volatility puzzles: a unified framework for gauging return-volatility regressions 0 0 0 430 1 4 9 1,624
Total Working Papers 7 17 98 6,715 32 150 460 19,978


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A framework for assessing the systemic risk of major financial institutions 2 3 6 149 4 9 27 418
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 1 6 37 1 4 17 134
Bond risk premia and realized jump risk 1 2 3 43 1 3 13 140
Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65] 0 0 1 57 0 0 1 161
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 1 2 5 174 4 11 23 563
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 0 1 30 0 2 9 154
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 213 0 0 1 526
Expected Stock Returns and Variance Risk Premia 0 5 12 151 5 20 53 494
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms 0 0 4 71 2 2 9 279
Itô Conditional Moment Generator and the Estimation of Short-Rate Processes 0 0 0 0 1 1 4 159
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 1 150
Realized jumps on financial markets and predicting credit spreads 0 0 5 95 4 8 19 281
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 72 0 0 2 203
Rural-urban disparity and sectoral labour allocation in China 0 0 1 34 1 3 7 155
Systemic Risk Contributions 0 4 22 87 2 11 61 291
Term Structure of Interest Rates with Regime Shifts 0 0 1 85 1 3 10 255
Volatility puzzles: a simple framework for gauging return-volatility regressions 0 0 3 143 3 3 9 621
Total Journal Articles 4 17 70 1,441 29 80 266 4,984


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Systemic Risks and the Macroeconomy" 0 0 4 22 0 0 6 61
Systemic risk contributions 0 3 3 53 0 6 14 174
Total Chapters 0 3 7 75 0 6 20 235


Statistics updated 2019-07-03