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Hao Zhou · Study
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Author
Hao Zhou
36 works
· latest 2023
· 5 institutions
cluster: provisional
ORCID 0000-0002-4715-5486
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35
Citations
6,539
Works here
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Most cited in this library
Expected Stock Returns and Variance Risk Premia
2009 · 1,776 citations
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
2009 · 572 citations
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
2010 · 470 citations
Term Structure of Interest Rates with Regime Shifts
2002 · 456 citations
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
2002 · 318 citations
Works
36 shown
The great wall of debt: Real estate, political risk, and Chinese local government financing cost
The Journal of Finance and Data Science
·
2023
·
3 authors
·
Open access
122
citations
Does fiscal policy matter for stock-bond return correlation?
Journal of Monetary Economics
·
2022
·
3 authors
·
Open access
17
citations
Countercyclical Risk Aversion: Evidence from 10 Million Auto Insurance Transactions in China
SSRN Electronic Journal
·
2020
·
5 authors
·
preprint
·
Open access
2
citations
Short-Run Bond Risk Premia
Quarterly Journal of Finance
·
2019
·
3 authors
·
Open access
35
citations
Specification Analysis of Structural Credit Risk Models
European Finance Review
·
2019
·
3 authors
77
citations
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Annual Review of Financial Economics
·
2018
·
1 author
·
review
160
citations
Leverage-Induced Fire Sales and Stock Market Crashes
National Bureau of Economic Research
·
2018
·
4 authors
·
report
·
Open access
60
citations
Comparative Study of OKR and KPI
DEStech Transactions on Economics Business and Management
·
2018
·
2 authors
25
citations
Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy
Journal of money credit and banking
·
2018
·
2 authors
25
citations
Variance risk premiums and the forward premium puzzle
Journal of Financial Economics
·
2017
·
2 authors
131
citations
Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
Quarterly Journal of Finance
·
2016
·
2 authors
39
citations
The systemic risk of European banks during the financial and sovereign debt crises
Journal of Banking & Finance
·
2015
·
4 authors
·
Open access
206
citations
Shadow Banking: China's Dual-Track Interest Rate Liberalization
SSRN Electronic Journal
·
2015
·
4 authors
·
preprint
·
Open access
78
citations
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Journal of Financial and Quantitative Analysis
·
2014
·
3 authors
275
citations
Good Jumps, Bad Jumps, and Conditional Equity Premium
SSRN Electronic Journal
·
2014
·
3 authors
·
preprint
·
Open access
30
citations
Credit default swap spreads and variance risk premia
Journal of Banking & Finance
·
2013
·
3 authors
81
citations
Stock Return Volatility and Capital Structure Decisions
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
29
citations
Risk, Uncertainty, and Expected Returns
Journal of Financial and Quantitative Analysis
·
2012
·
2 authors
·
Open access
197
citations
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
55
citations
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Finance and Economics Discussion Series
·
2011
·
3 authors
·
Open access
66
citations
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Journal of Financial Stability
·
2011
·
3 authors
·
Open access
165
citations
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
SSRN Electronic Journal
·
2011
·
1 author
·
preprint
·
Open access
38
citations
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Journal of Econometrics
·
2010
·
3 authors
·
Open access
470
citations
Realized jumps on financial markets and predicting credit spreads
Journal of Econometrics
·
2010
·
2 authors
·
Open access
220
citations
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
SSRN Electronic Journal
·
2010
·
1 author
·
preprint
·
Open access
31
citations
Bond risk premia and realized jump risk
Journal of Banking & Finance
·
2009
·
2 authors
·
Open access
115
citations
A Framework for Assessing the Systemic Risk of Major Financial Institutions
Finance and Economics Discussion Series
·
2009
·
3 authors
·
Open access
45
citations
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Review of Financial Studies
·
2009
·
3 authors
·
Open access
572
citations
Expected Stock Returns and Variance Risk Premia
Review of Financial Studies
·
2009
·
3 authors
1,776
citations
Expected Stock Returns and Variance Risk Premia
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
98
citations
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
SSRN Electronic Journal
·
2009
·
3 authors
·
preprint
·
Open access
41
citations
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
102
citations
Volatility puzzles: a simple framework for gauging return-volatility regressions
Journal of Econometrics
·
2005
·
2 authors
263
citations
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Journal of Business and Economic Statistics
·
2004
·
2 authors
·
Open access
119
citations
Term Structure of Interest Rates with Regime Shifts
The Journal of Finance
·
2002
·
2 authors
·
Open access
456
citations
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Journal of Econometrics
·
2002
·
2 authors
·
Open access
318
citations