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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 - 2010
Persistent link: https://www.econbiz.de/10008668335
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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 - 2009
Persistent link: https://www.econbiz.de/10003932724
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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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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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A framework assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003847632
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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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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
Persistent link: https://www.econbiz.de/10012305542
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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012294741