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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of risk and financial management : JRFM"
~language:"eng"
~person:"Zhou, Hao"
~subject:"Bank lending"
~subject:"Yield curve"
~type:"article"
~type:"book"
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Zhou, Hao
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Discussion paper / Center for Economic Research, Tilburg University
Finance and economics discussion series
Journal of risk and financial management : JRFM
ERID working paper
1
FEDS Working Paper
1
Finance Down Under 2016 Building on the Best from the Cellars of Finance
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ECONIS (ZBW)
7
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1
Term structure of interest rates with short-run and long-run risks
Grishchenko, Olesya
;
Song, Zhaogang
;
Zhou, Hao
-
2015
Persistent link: https://www.econbiz.de/10011410193
Saved in:
2
Effects of liquidity on the nondefault component of corporate yield spreads : evidence from intraday transactions data
Han, Song
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10003830181
Saved in:
3
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10003391507
Saved in:
4
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
5
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
6
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
7
Term structure of interest rates with regime shifts
Bansal, Ravi
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637850
Saved in:
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