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source:"econis"
~isPartOf:"Finance and economics discussion series"
~person:"Engstrom, Eric"
~person:"Guerrieri, Luca"
~person:"Zhou, Hao"
~subject:"Risk premium"
~subject:"overnight stock returns"
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Engstrom, Eric
Guerrieri, Luca
Zhou, Hao
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4
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ECONIS (ZBW)
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The information content of stress test announcements
Guerrieri, Luca
;
Modugno, Michele
-
2021
Persistent link: https://www.econbiz.de/10012438012
Saved in:
2
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
-
2011
Persistent link: https://www.econbiz.de/10009405798
Saved in:
3
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
4
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
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6
Bond risk premia and realized jump volatility
Wright, Jonathan H.
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003827125
Saved in:
7
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10003391507
Saved in:
9
Risk, uncertainty, and asset prices
Bekaert, Geert
(
contributor
);
Engstrom, Eric
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003297329
Saved in:
10
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
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