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Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data
Han, Song; Zhou, Hao - In: The quarterly journal of finance 6 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10011531498
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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
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2009) 12, pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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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 - In: Journal of financial stability 8 (2012) 3, pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
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Effects of liquidity on the nondefault component of corporate yield spreads : evidence from intraday transactions data
Han, Song; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10008934742
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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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The systemic risk of European banks during the financial and sovereign debt crises
Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao - 2013
Persistent link: https://www.econbiz.de/10009789029
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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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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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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