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~isPartOf:"Finance and economics discussion series"
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A Framework for Assessing the...
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Zhou, Hao
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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
Saved in:
2
Systemic risk contributions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2011
Persistent link: https://www.econbiz.de/10009405766
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
6
Itô conditional moment generator and the estimation of short rate processes
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001798803
Saved in:
7
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
Saved in:
8
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao
-
2010
Persistent link: https://www.econbiz.de/10003968249
Saved in:
9
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
Saved in:
10
Term structure of interest rates with regime shifts
Bansal, Ravi
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637850
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