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Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10003391507
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10009569792
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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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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - 2011
Persistent link: https://www.econbiz.de/10009405798
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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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Bond risk premia and realized jump volatility
Wright, Jonathan H.; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003827125