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The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - 2003
a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421
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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003932724
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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
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Systemic risk contributions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2011
Persistent link: https://www.econbiz.de/10009405766
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Expected stock returns and variance risk premia
Bollerslev, Tim; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003826928
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Do actions speak louder than words? : The response of asset prices to monetary policy actions and statements
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2004
Persistent link: https://www.econbiz.de/10002455560
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Term structure of interest rates with regime shifts
Bansal, Ravi; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637850
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889
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Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156