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 0 0 1 371 2 2 5 1,039
A framework for assessing the systemic risk of major financial institutions 0 0 1 99 0 0 2 312
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model 0 0 1 384 0 0 5 1,064
Ambiguity Aversion and Variance Premium 0 0 1 10 0 0 2 54
Ambiguity Aversion and Variance Premium 0 0 0 75 0 0 1 221
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 1 215 0 0 1 549
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 0 139 0 0 4 371
Bond risk premia and realized jump volatility 0 0 0 102 0 0 1 301
Credit default swap spreads and variance risk premia 0 0 0 100 0 0 0 212
Does Fiscal Policy Matter for Stock-Bond Return Correlation? 0 0 0 22 0 0 3 52
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities 0 0 0 218 0 1 2 509
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 1 1 439 0 1 2 1,045
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data 0 0 0 66 0 0 1 342
Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data 0 0 2 125 0 0 3 336
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 1 508 0 0 2 1,161
Expected Stock Returns and Variance Risk Premia 0 0 2 109 0 1 11 426
Expected stock returns and variance risk premia 0 0 0 402 0 0 1 1,103
Explaining credit default swap spreads with equity volatility and jump risks of individual firms 0 0 1 172 2 3 26 867
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms 0 0 0 441 0 0 15 1,936
Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets 0 0 1 127 0 0 1 320
Itô conditional moment generator and the estimation of short rate processes 0 0 0 130 0 0 1 381
Jump-diffusion term structure and Ito conditional moment generator 0 0 0 366 0 0 2 982
Leverage-Induced Fire Sales and Stock Market Crashes 0 0 0 33 0 0 6 124
Realized jumps on financial markets and predicting credit spreads 0 0 0 140 0 0 1 447
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 0 1 3 509
Risk, Uncertainty, and Expected Returns 0 0 1 191 0 0 7 636
Risk, uncertainty, and expected returns 0 0 0 25 0 0 2 104
Rural-Urban Disparity and Sectoral Labor Allocation in China 0 0 0 20 0 1 3 1,682
Short Run Bond Risk Premia 0 0 0 61 0 0 0 132
Specification analysis of structural credit risk models 0 1 1 157 0 2 5 480
Stock Return and Cash Flow Predictability: The Role of Volatility Risk 0 0 0 103 0 1 3 207
Stock return predictability and variance risk premia: statistical inference and international evidence 0 0 0 127 0 0 1 294
Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime 0 0 1 12 1 1 6 35
Systemic risk contributions 0 0 0 178 0 0 4 385
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 1 21 0 0 2 89
Term structure of interest rates with regime shifts 0 0 0 450 0 1 2 821
The systemic risk of European banks during the financial and sovereign debt crises 0 1 1 146 0 1 22 299
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty 0 0 0 95 0 0 2 272
Variance risk premiums and the forward premium puzzle 0 0 1 26 0 0 3 140
Volatility puzzles: a unified framework for gauging return-volatility regressions 0 0 0 431 0 0 0 1,647
Total Working Papers 0 3 19 7,012 5 16 163 21,886


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 1 1 5 198 2 8 25 591
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 1 51 0 0 3 200
Bond risk premia and realized jump risk 0 0 2 59 0 0 3 192
Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65] 0 0 0 57 0 0 0 164
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 0 4 38 0 0 9 202
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 1 2 4 216 1 4 17 724
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 3 235 0 0 10 580
Expected Stock Returns and Variance Risk Premia 0 1 10 217 3 9 47 753
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms 0 0 3 102 2 3 18 415
Itô Conditional Moment Generator and the Estimation of Short-Rate Processes 0 0 0 0 0 0 1 177
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 0 153
Realized jumps on financial markets and predicting credit spreads 1 3 3 113 2 4 7 349
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 1 76 0 1 4 228
Rural-urban disparity and sectoral labour allocation in China 0 0 0 36 0 1 2 178
Systemic Risk Contributions 0 0 3 113 1 2 10 409
Volatility puzzles: a simple framework for gauging return-volatility regressions 0 0 3 156 0 0 4 664
Total Journal Articles 3 7 42 1,667 11 32 160 5,979


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 0 24 1 1 1 77
Systemic risk contributions 0 0 0 57 2 2 3 219
Total Chapters 0 0 0 81 3 3 4 296


Statistics updated 2024-04-03