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Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003113897
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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
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
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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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A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
Zhou, Hao - 2000
Persistent link: https://www.econbiz.de/10001534443
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Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156
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Itô conditional moment generator and the estimation of short rate processes
Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001798803
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Itô conditional moment generator and the estimation of short-rate processes
Zhou, Hao - In: Journal of financial econometrics : official journal of … 1 (2003) 2, pp. 250-271
Persistent link: https://www.econbiz.de/10002214107