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Zhou, Hao


 SSRN Author Rank: 620 by Downloads
 Professor
 

Tsinghua University - PBC School of Finance


 No. 43 Chengfu Road
 Haidian district
 Beijing, 100083
 China
 86-10-62790655 (Phone)
 email address

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. Zhou, Hao's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
22,918
Total
Citations
790
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Sep 06
Last Revised:
17 Sep 09
2,844
(2,161)
140

2.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Gibson, Michael S.
Federal Reserve Board
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
25 Jan 05
Last Revised:
25 Sep 09
2,485
(2,750)
71

3.  
Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Number of Pages in PDF File: 43
Zhang, Benjamin Yi-Bin
UBS AG
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
20 Sep 07
Last Revised:
18 Oct 13
1,743
(5,027)
88

4.  
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
07 May 09
Last Revised:
24 Aug 12
1,680
(5,383)
20

5.   Incl. Electronic Paper
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
01 Feb 09
Last Revised:
30 Apr 15
1,443
(7,015)
65

6.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Marrone, James
Government of the United States of America - Division of Research and Statistics
Xu, Lai
Duke University
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
04 Mar 11
Last Revised:
08 Aug 12
1,337
(7,965)
13

7.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
30 Jul 11
Last Revised:
29 Aug 14
966
(6,840)
38

8.  
Realized Jumps on Financial Markets and Predicting Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2006-35, Journal of Econometrics, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper No. 7, AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 44
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
23 Mar 07
Last Revised:
25 Sep 08
829
(16,956)
30

9.   Incl. Electronic Paper
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhou, Yi
Florida State University, College of Business, Department of Finance
Posted:
25 Oct 09
Last Revised:
11 Nov 11
798
(17,920)
8

10.  
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
29 Jul 10
Last Revised:
29 Oct 11
739
(20,004)
19

11.  
Short-Run Bond Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 47
Mueller, Philippe
London School of Economics & Political Science (LSE) - Department of Finance
Vedolin, Andrea
London School of Economics and Political Science
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
27 May 11
Last Revised:
07 Aug 12
726
(20,511)
6

12.  
Specification Analysis of Structural Credit Risk Models | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2009 San Francisco Meetings Paper
Number of Pages in PDF File: 44
Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
13 Mar 08
Last Revised:
22 Jul 09
714
(20,988)
17

13.  
Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2001-49, Journal of Econometrics, Vol. 109, pp. 33-65, 2002
Number of Pages in PDF File: 44
Zhou, Hao
Tsinghua University - PBC School of Finance
Bollerslev, Tim
Duke University - Finance
Posted:
13 Dec 01
575
(28,491)
55

14.   Incl. Electronic Paper
Zhou, Hao
Tsinghua University - PBC School of Finance
Bollerslev, Tim
Duke University - Finance
Posted:
18 Sep 03
Last Revised:
17 Jul 07
558
(29,652)
23

15.  
Bollerslev, Tim
Duke University - Finance
Xu, Lai
Duke University - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
18 Nov 12
Last Revised:
20 Nov 12
548
(30,394)
 

16.  
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009, Finlawmetrics 2010 Conference Paper
Number of Pages in PDF File: 45
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
23 Aug 09
Last Revised:
29 Oct 11
486
(35,504)
16

17.   Incl. Electronic Paper
Han, Song
Federal Reserve Board - Division of Research and Statistics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
24 Nov 06
Last Revised:
30 Jan 11
455
(38,643)
16

18.  
Bond Risk Premia and Realized Jump Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Number of Pages in PDF File: 33
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
20 Mar 08
Last Revised:
27 Jul 09
429
(41,629)
17

19.   Incl. Electronic Paper
Londono, Juan M.
Federal Reserve Board of Governors
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
22 Aug 12
Last Revised:
25 Jun 15
422
(42,475)
 

20.  
A Study of the Finite Sample Properties of Emm, Gmm, Qmle, and Mle for a Square-Root Interest Rate Diffusion Model | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Discussion Paper No. 2000-45, Journal of Computational Finance, Vol. 5, pp. 89-122, 2001
Number of Pages in PDF File: 44
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
23 Jan 01
421
(42,596)
5

21.   Incl. Electronic Paper
Bansal, Ravi
Duke University and NBER
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
26 Jun 03
Last Revised:
18 Jul 08
412
(43,778)
28

22.   Incl. Electronic Paper
Bansal, Ravi
Duke University and NBER
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
14 Dec 01
Last Revised:
18 Jul 08
363
(51,081)
104

23.  
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Sep 01
362
(51,248)
5

24.   Incl. Electronic Paper
Miao, Jianjun
Boston University - Department of Economics
Wei, Bin
Federal Reserve Bank of Atlanta
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
17 Mar 12
Last Revised:
16 May 12
330
(57,456)
1

25.  
Black, Lamont
Board of Governors of the Federal Reserve System
Correa, Ricardo
Board of Governors of the Federal Reserve System
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
28 Nov 12
276
(70,083)
2

26.  
Chen, Hui
Massachusetts Institute of Technology
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
29 Oct 13
Last Revised:
01 May 15
207
(94,695)
 

27.   Incl. Electronic Paper
Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
Wang, Kent
University of Queensland
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
27 Oct 14
Last Revised:
01 May 15
190
(102,824)
 

28.  
The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2603022, Columbia Business School Research Paper No. 15-57
Number of Pages in PDF File: 37
Ang, Andrew
Columbia Business School - Finance and Economics
Bai, Jennie
Georgetown University - Department of Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
07 May 15
Last Revised:
20 Jun 15
145
(130,921)
 

29.  
Wang, Hao
Tsinghua University
Wang, Honglin
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Wang, Lisheng
The Chinese University of Hong Kong (CUHK) - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
14 May 15
118
(154,380)
 

30.  
Guo, Ming
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Jul 14
107
(165,945)
 

31.  
Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Housing, Equity and Loan Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211
Number of Pages in PDF File: 46
Ho, Steven Wei
Tsinghua University
Zhang, Ji
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
02 Nov 14
Last Revised:
01 May 15
94
(181,558)
 

32.  
Black, Lamont
Board of Governors of the Federal Reserve System
Correa, Ricardo
Board of Governors of the Federal Reserve System
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
11 Dec 13
68
(220,756)
2

33.  
Do Behavioral Biases Affect Order Aggressiveness? | Show Abstract | Download This Paper | Open PDF in Browser |
Asian Finance Association (AsianFA) 2015 Conference Paper
Number of Pages in PDF File: 61
Bian, Jiangze
University of International Business and Economics (UIBE)
Chan, Kalok
CUHK Business School
Shi, Donghui
Shanghai Stock Exchange
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
19 Aug 13
Last Revised:
01 May 15
48
(261,528)
 


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