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 3 375 1 9 23 1,066
A framework for assessing the systemic risk of major financial institutions 0 0 0 99 0 0 2 314
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model 0 0 0 384 0 0 1 1,066
Ambiguity Aversion and Variance Premium 0 0 0 10 1 1 1 55
Ambiguity Aversion and Variance Premium 0 0 0 75 0 1 2 224
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 0 215 0 2 3 553
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 0 140 0 1 2 374
Bond risk premia and realized jump volatility 0 0 1 103 0 0 3 304
Credit default swap spreads and variance risk premia 0 0 0 100 1 1 1 213
Does Fiscal Policy Matter for Stock-Bond Return Correlation? 0 0 0 22 1 1 5 57
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities 0 0 0 218 0 0 2 512
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 0 0 439 0 0 0 1,045
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data 0 0 0 66 0 0 0 342
Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data 2 2 2 127 2 4 7 343
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 508 0 0 2 1,163
Expected Stock Returns and Variance Risk Premia 0 0 1 110 0 0 3 433
Expected stock returns and variance risk premia 0 0 1 404 0 1 5 1,112
Explaining credit default swap spreads with equity volatility and jump risks of individual firms 1 1 2 175 1 1 8 878
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms 0 0 0 441 0 0 4 1,940
Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets 0 0 2 129 0 1 7 327
Itô conditional moment generator and the estimation of short rate processes 0 0 0 130 0 0 1 382
Jump-diffusion term structure and Ito conditional moment generator 0 0 0 366 0 0 1 983
Leverage-Induced Fire Sales and Stock Market Crashes 0 0 0 33 1 1 7 133
Realized jumps on financial markets and predicting credit spreads 0 0 0 140 1 1 3 450
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 0 0 0 509
Risk, Uncertainty, and Expected Returns 0 0 0 191 1 3 5 641
Risk, uncertainty, and expected returns 0 0 0 25 0 0 0 104
Rural-Urban Disparity and Sectoral Labor Allocation in China 0 0 0 20 1 1 2 1,685
Short Run Bond Risk Premia 0 0 0 61 0 0 1 133
Specification analysis of structural credit risk models 0 0 0 157 1 1 3 483
Stock Return and Cash Flow Predictability: The Role of Volatility Risk 0 0 0 103 1 1 1 208
Stock return predictability and variance risk premia: statistical inference and international evidence 0 0 1 129 0 1 5 301
Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime 0 0 0 12 0 0 2 37
Systemic risk contributions 0 0 0 178 0 0 3 389
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 0 1 91
Term structure of interest rates with regime shifts 0 0 0 450 0 0 1 822
The systemic risk of European banks during the financial and sovereign debt crises 0 0 0 146 0 1 2 303
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty 0 0 0 95 1 3 4 276
Variance risk premiums and the forward premium puzzle 0 0 1 27 0 0 2 142
Volatility puzzles: a unified framework for gauging return-volatility regressions 0 0 0 431 0 0 1 1,649
Total Working Papers 3 3 14 7,031 14 36 126 22,042


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 4 203 1 2 15 610
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis 0 0 1 52 0 2 6 206
Bond risk premia and realized jump risk 0 0 2 61 0 0 6 198
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 0 38 0 0 4 206
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 0 1 1 217 1 3 7 732
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 0 0 0 235 0 0 7 588
Expected Stock Returns and Variance Risk Premia 0 1 5 224 2 8 24 781
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms 0 0 2 105 1 5 11 428
Itô Conditional Moment Generator and the Estimation of Short-Rate Processes 0 0 0 0 0 0 0 177
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 0 0 1 114 0 2 9 359
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 0 0 2 230
Rural-urban disparity and sectoral labour allocation in China 0 0 0 36 0 1 2 180
Systemic Risk Contributions 0 0 2 115 2 4 14 424
Volatility puzzles: a simple framework for gauging return-volatility regressions 0 0 0 157 0 3 4 672
Total Journal Articles 0 2 18 1,690 7 30 111 6,108


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 0 0 0 77
Systemic risk contributions 1 1 1 58 1 1 2 222
Total Chapters 1 1 1 82 1 1 2 299


Statistics updated 2025-07-04