Similar Search Results - EconBiz

Corporate social responsibility and credit spreads : an empirical study in Chinese context

Zhou, Hong; Guoping Li; Lin, Wanfa - In: Annals of economics and finance 17 (2016) 1, pp. 79-103

Persistent link: https://www.econbiz.de/10011538711

Quantitative easing, bond risk premia and the exchange rate in a small open economy

Christensen, Jens H. E.; Zhang, Xin - 2024 - This version: April 4, 2024

Persistent link: https://www.econbiz.de/10014533490

Quantitative easing, bond risk premia and the exchange rate in a small open economy

Christensen, Jens H. E.; Zhang, Xin - 2024

We assess the impact of large-scale asset purchases, commonly known as quantitative easing (QE), conducted by Sveriges Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage-free dynamic term structure model of nominal and...

Persistent link: https://www.econbiz.de/10014517711

Expected stock returns and variance risk premia

Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492

Persistent link: https://www.econbiz.de/10003896321

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

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

Realized jumps on financial markets and predicting credit spreads

Tauchen, George Eugene; Zhou, Hao - 2006

Persistent link: https://www.econbiz.de/10003391507

Realized jumps on financial markets and predicting credit spreads

Tauchen, George Eugene; Zhou, Hao - 2006

Persistent link: https://www.econbiz.de/10009569792

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Bollerslev, Tim; Gibson, Michael S.; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 235-245

Persistent link: https://www.econbiz.de/10009242522

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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