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Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao - In: Annual review of financial economics 10 (2018), pp. 481-497
Persistent link: https://www.econbiz.de/10011959905
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Short-run bond risk premia
Mueller, Philippe; Vedolin, Andrea; Zhou, Hao - In: The quarterly journal of finance 9 (2019) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10012166887
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Variance risk premiums and the forward premium puzzle
Londono, Juan M.; Zhou, Hao - In: Journal of financial economics 124 (2017) 2, pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
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Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001787397
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - 2012
Persistent link: https://www.econbiz.de/10009667370
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
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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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Variance risk premiums and the forward premium puzzle
Londono, Juan M.; Zhou, Hao - 2012
Persistent link: https://www.econbiz.de/10009698092
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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