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Han, Song's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,024 |
Total
Citations
83 |
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1.
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Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
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Han, Song
Federal Reserve Board - Division of Research and Statistics Zhou, Hao
PBC School of Finance, Tsinghua University
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Posted:
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24 Nov 06
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Last Revised:
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30 Jan 11
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421
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13
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Han, Song
Federal Reserve Board - Division of Research and Statistics Zhou, Hao
PBC School of Finance, Tsinghua University
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41
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12
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Corporate Bond Yield Spreads, Credit Default Swaps, Liquidity, CDS-Bond Basis
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Han, Song
Federal Reserve Board - Division of Research and Statistics Zhou, Hao
PBC School of Finance, Tsinghua University
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24 Nov 06
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Last Revised:
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06 Apr 08
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380
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13
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Corporate bond yields, credit default swaps, liquidity
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2.
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Liquidity Crisis, Runs, and Security Design -- Lessons from the Collapse of the Auction Rate Securities Market
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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Posted:
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14 Jan 09
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Last Revised:
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23 Mar 09
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259
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4
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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115
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2
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Auction rate securities, liquidity crisis, uniform-price auctions, underpricing, security design, market microstructure, municipal bond pricing
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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14 Jan 09
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Last Revised:
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20 Mar 09
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144
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4
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Auction rate securities, liquidity crisis, uniform-price auctions, underpricing, security design, market microstructure, municipal bond pricing
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3.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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10 Jan 09
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Last Revised:
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25 Apr 13
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212
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2
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Auction, auction rate securities, municipal bond pricing, liquidity crisis
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4.
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Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Han, Song
Federal Reserve Board - Division of Research and Statistics
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204
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10
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Recovery rate, default, credit risk model
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5.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Mulligan, Casey B.
University of Chicago
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161
(92,869)
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2
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Inflation, government size, central bank independence
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6.
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Han, Song
Federal Reserve Board - Division of Research and Statistics
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155
(96,155)
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1
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Credit rationing, discrimination, mortgage, credit risk
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7.
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Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Han, Song
Federal Reserve Board - Division of Research and Statistics Wilson, Beth Anne
Government of the United States of America - Division of International Finance (IFDP)
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125
(115,513)
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1
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Bankruptcy cost, bankruptcy reorganization, recovery rate, credit risk
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8.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Geng
Federal Reserve Board
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98
(138,509)
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3
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Personal bankruptcy, credit constraints, household finance
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9.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Wenli
Federal Reserve Bank of Philadelphia
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81
(156,815)
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8
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Personal bankruptcy, labor supply
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10.
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Cai, Fang
Board of Governors of the Federal Reserve System - Division of International Finance Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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68
(173,897)
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18
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corporate bond, herding, liquidity, institutional investors
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11.
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The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market
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Versions (2)
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hide multiple versions |
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Han, Song
Federal Reserve Board - Division of Research and Statistics Dan, Li
affiliation not provided to SSRN
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Posted:
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28 Feb 11
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Last Revised:
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29 Jul 11
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59
(187,297)
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1
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Han, Song
Federal Reserve Board - Division of Research and Statistics Dan, Li
affiliation not provided to SSRN
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26
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1
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Auction rate securities, uniform-price auctions, liquidity crisis, financial fragility, market microstructure, municipal bond pricing
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Han, Song
Federal Reserve Board - Division of Research and Statistics Dan, Li
affiliation not provided to SSRN
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33
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1
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Auction Rate Securities, Uniform-Price Auctions, Liquidity Crisis, Financial Fragility, Market Microstructure, Municipal Bond Pricing
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12.
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Han, Song
Federal Reserve Board - Division of Research and Statistics
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23 Oct 07
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Last Revised:
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07 Apr 08
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56
(192,241)
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Mortgage lending, creditor learning, discrimination
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13.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Li, Dan
Federal Reserve Board
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47
(208,107)
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5
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Auction rate securities, municipal bond pricing, liquidity crisis, uniform-price auctions
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14.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Zhou, Xing
Rutgers, The State University of New Jersey - Department of Finance
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20 Mar 11
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Last Revised:
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27 Apr 13
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34
(235,570)
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Corporate Bond Yield Spreads, Information Asymmetry, Information Risk Premium, Credit Risk, Corporate Default Prediction
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15.
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Han, Song
Federal Reserve Board - Division of Research and Statistics Keys, Benjamin J.
Harris School of Public Policy Li, Geng
Federal Reserve Board
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25 May 11
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Last Revised:
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27 Apr 13
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26
(257,590)
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personal bankruptcy, credit supply, credit card, mail solicitation, shrouding, CARD Act
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16.
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Mulligan, Casey B.
University of Chicago Han, Song
Federal Reserve Board - Division of Research and Statistics
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18
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15
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17.
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Han, Song
Federal Reserve Board - Division of Research and Statistics
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Statistical discrimination, Taste-based discrimination, Mortgage lending
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