Hao Zhou
Hao Zhou
PBC School of Finance, Tsinghua University
Geverifieerd e-mailadres voor pbcsf.tsinghua.edu.cn - Homepage
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Expected stock returns and variance risk premia
T Bollerslev, G Tauchen, H Zhou
Review of Financial Studies 22 (11), 4463-4492, 2009
14182009
A framework for assessing the systemic risk of major financial institutions
X Huang, H Zhou, H Zhu
Journal of Banking & Finance 33 (11), 2036-2049, 2009
7562009
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
BY Zhang, H Zhou, H Zhu
Review of Financial Studies 22 (12), 5099-5131, 2009
6852009
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
T Bollerslev, M Gibson, H Zhou
Journal of Econometrics 160 (1), 235-245, 2011
5532011
Term structure of interest rates with regime shifts
R Bansal, H Zhou
The Journal of Finance 57 (5), 1997-2043, 2002
5522002
Systemic risk contributions
X Huang, H Zhou, H Zhu
Journal of Financial Services Research, 1-29, 2010
4312010
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
T Bollerslev, H Zhou
Journal of Econometrics 109 (1), 33-65, 2002
3732002
Rural‐urban disparity and sectoral labour allocation in China
D Tao Yang, H Zhou
The Journal of Development Studies 35 (3), 105-133, 1999
3351999
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
X Huang, H Zhou, H Zhu
Journal of Financial Stability 8 (3), 193-205, 2012
3272012
Volatility puzzles: a simple framework for gauging return-volatility regressions
T Bollerslev, H Zhou
Journal of Econometrics 131 (1), 123-150, 2006
2872006
Realized jumps on financial markets and predicting credit spreads
G Tauchen, H Zhou
Journal of Econometrics 160 (1), 102-118, 2011
274*2011
Stock return predictability and variance risk premia: statistical inference and international evidence
T Bollerslev, J Marrone, L Xu, H Zhou
2642011
The systemic risk of European banks during the financial and sovereign debt crises
L Black, R Correa, X Huang, H Zhou
Journal of Banking & Finance 63, 107-125, 2016
2152016
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
H Zhou
Annual Review of Financial Economics 10, 481-497, 2018
1482018
Risk, uncertainty, and expected returns
TG Bali, H Zhou
Journal of Financial and Quantitative Analysis 51 (3), 707-735, 2016
1462016
Bond risk premia and realized jump risk
JH Wright, H Zhou
Journal of Banking & Finance 33 (12), 2333-2345, 2009
134*2009
Regime shifts, risk premiums in the term structure, and the business cycle
R Bansal, G Tauchen, H Zhou
Journal of Business & Economic Statistics 22 (4), 396-409, 2004
1292004
Effects of liquidity on the non-default component of corporate yield spreads: Evidence from intraday transactions data
S Han, H Zhou
Quarterly Journal of Finance 6 (03), 1650012, 2016
115*2016
Credit default swap spreads and variance risk premia
H Wang, H Zhou, Y Zhou
86*2009
Specification analysis of structural credit risk models
J Huang, H Zhou
AFA 2009 San Francisco Meetings Paper, 2008
83*2008
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Artikelen 1–20