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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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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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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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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
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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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Specification analysis of structural credit risk models
Huang, Jing-Zhi; Zhou, Hao - 2008
Persistent link: https://www.econbiz.de/10003830483
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Measuring divergence in provincial growth in China : 1981 - 2004
Wei Zou; Zhuang, Ziyin; Zhou, Hao; Song, Hairong - In: Journal of economic policy reform 11 (2008) 3, pp. 215-227
Persistent link: https://www.econbiz.de/10003815234
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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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Term structure of interest rates with short-run and long-run risks
Grishchenko, Olesya; Song, Zhaogang; Zhou, Hao - 2015
Persistent link: https://www.econbiz.de/10011410193