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 8 359 7 11 26 955
A framework for assessing the systemic risk of major financial institutions 0 0 1 92 2 5 18 273
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model 0 1 2 374 1 4 11 1,034
Ambiguity Aversion and Variance Premium 0 0 2 71 0 7 16 195
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 0 138 3 4 14 337
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 1 209 3 3 8 519
Bond risk premia and realized jump volatility 0 0 0 98 0 0 7 284
Credit default swap spreads and variance risk premia 0 0 0 100 0 1 4 207
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities 0 0 0 217 5 5 8 488
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 1 1 435 4 7 14 1,021
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data 0 0 0 63 6 8 16 310
Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data 0 0 1 109 6 7 17 291
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 506 3 7 14 1,143
Expected Stock Returns and Variance Risk Premia 0 0 1 104 6 11 24 380
Expected stock returns and variance risk premia 0 1 2 388 6 11 26 1,027
Explaining credit default swap spreads with equity volatility and jump risks of individual firms 0 0 6 165 3 4 25 748
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms 0 1 2 440 2 3 14 1,856
Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets 0 1 8 118 2 4 21 267
Itô conditional moment generator and the estimation of short rate processes 0 0 2 125 5 9 20 354
Jump-diffusion term structure and Ito conditional moment generator 0 0 1 363 2 3 12 950
Leverage-Induced Fire Sales and Stock Market Crashes 1 1 9 18 2 5 26 30
Realized jumps on financial markets and predicting credit spreads 0 0 0 140 1 3 11 430
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 174 0 4 9 490
Risk, Uncertainty, and Expected Returns 1 2 8 186 2 4 21 584
Risk, uncertainty, and expected returns 0 1 1 23 0 2 9 88
Rural-Urban Disparity and Sectoral Labor Allocation in China 0 0 0 20 3 4 11 1,663
Short Run Bond Risk Premia 1 2 3 56 3 10 15 106
Specification analysis of structural credit risk models 0 0 3 149 6 7 20 436
Stock Return and Cash Flow Predictability: The Role of Volatility Risk 0 0 0 99 1 6 13 188
Stock return predictability and variance risk premia: statistical inference and international evidence 0 0 4 121 1 4 23 261
Systemic risk contributions 1 1 4 166 5 6 17 340
Term structure of interest rates with regime shifts 0 0 1 443 1 2 13 802
The systemic risk of European banks during the financial and sovereign debt crises 0 0 4 138 4 8 25 172
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty 0 1 5 78 0 3 17 230
Variance risk premiums and the forward premium puzzle 0 1 1 23 0 2 7 104
Volatility puzzles: a unified framework for gauging return-volatility regressions 0 0 0 430 2 3 10 1,627
Total Working Papers 4 14 81 6,738 97 187 562 20,190


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 0 0 7 150 2 4 24 423
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 7 39 3 7 24 143
Bond risk premia and realized jump risk 2 2 4 45 5 9 19 149
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 2 3 9 179 10 13 37 581
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 0 0 30 2 4 10 160
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 213 1 5 5 531
Expected Stock Returns and Variance Risk Premia 0 1 13 153 8 15 63 512
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms 0 0 1 71 2 2 7 282
Itô Conditional Moment Generator and the Estimation of Short-Rate Processes 0 0 0 0 1 2 5 161
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 0 150
Realized jumps on financial markets and predicting credit spreads 0 2 4 97 0 4 16 285
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 1 2 2 74 2 9 10 213
Rural-urban disparity and sectoral labour allocation in China 0 0 1 34 0 0 6 155
Systemic Risk Contributions 2 4 18 91 10 20 63 314
Volatility puzzles: a simple framework for gauging return-volatility regressions 0 0 2 143 1 6 12 627
Total Journal Articles 7 14 69 1,376 47 100 302 4,847
1 registered items for which data could not be found


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 2 22 0 0 4 61
Systemic risk contributions 1 1 4 54 9 12 21 186
Total Chapters 1 1 6 76 9 12 25 247


Statistics updated 2019-11-03