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Zhou, Hao


 SSRN Author Rank: 604 by Downloads
 Professor
 

Tsinghua University


 43 Chengfu Road, Haidian District
 Beijing, 100083
 China
 +86-10-62790655 (Phone)
 HOME PAGE: http://www.pbcsf.tsinghua.edu.cn
 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
21,825
Total
Citations
801
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
Posted:
21 Sep 06
Last Revised:
17 Sep 09
2,796
(2,003)
142

2.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Gibson, Michael S.
Federal Reserve Board
Zhou, Hao
Tsinghua University
Posted:
25 Jan 05
Last Revised:
25 Sep 09
2,458
(2,543)
71

3.  
Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms | Show Abstract | Download |
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Working Paper Series
Zhang, Benjamin Yi-Bin
UBS AG
Zhou, Hao
Tsinghua University
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
20 Sep 07
Last Revised:
18 Oct 13
1,734
(4,620)
88

4.  
Zhou, Hao
Tsinghua University
Posted:
07 May 09
Last Revised:
24 Aug 12
1,570
(5,521)
18

5.   Incl. Electronic Paper
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
01 Feb 09
Last Revised:
19 Nov 09
1,417
(6,564)
64

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
Posted:
04 Mar 11
Last Revised:
08 Aug 12
1,279
(7,769)
13

7.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Zhou, Hao
Tsinghua University
Posted:
30 Jul 11
Last Revised:
29 Aug 14
865
(7,000)
39

8.  
Realized Jumps on Financial Markets and Predicting Credit Spreads | Show Abstract | Download |
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
Working Paper Series
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University
Posted:
23 Mar 07
Last Revised:
25 Sep 08
823
(15,600)
30

9.   Incl. Electronic Paper
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University
Zhou, Yi
Florida State University, College of Business, Department of Finance
Posted:
25 Oct 09
Last Revised:
11 Nov 11
792
(16,536)
7

10.  
Specification Analysis of Structural Credit Risk Models | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper
Working Paper Series
Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance
Zhou, Hao
Tsinghua University
Posted:
13 Mar 08
Last Revised:
22 Jul 09
698
(19,850)
17

11.  
Short-Run Bond Risk Premia | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
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
Posted:
27 May 11
Last Revised:
07 Aug 12
693
(20,037)
5

12.  
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
29 Jul 10
Last Revised:
29 Oct 11
682
(20,480)
19

13.  
Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility | Show Abstract | Download |
FEDS Working Paper No. 2001-49, Journal of Econometrics, Vol. 109, pp. 33-65, 2002
Accepted Paper Series
Zhou, Hao
Tsinghua University
Bollerslev, Tim
Duke University - Finance
Posted:
13 Dec 01
575
(26,052)
55

14.   Incl. Electronic Paper
Zhou, Hao
Tsinghua University
Bollerslev, Tim
Duke University - Finance
Posted:
18 Sep 03
Last Revised:
17 Jul 07
556
(27,251)
25

15.  
Bollerslev, Tim
Duke University - Finance
Xu, Lai
Duke University - Department of Economics
Zhou, Hao
Tsinghua University
Posted:
18 Nov 12
Last Revised:
20 Nov 12
523
(29,579)
 

16.  
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis | Show Abstract | Download |
22nd Australasian Finance and Banking Conference 2009, Finlawmetrics 2010 Conference Paper
Working Paper Series
Huang, Xin
University of Oklahoma
Zhou, Hao
Tsinghua University
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
23 Aug 09
Last Revised:
29 Oct 11
484
(32,790)
16

17.   Incl. Electronic Paper
Han, Song
Federal Reserve Board - Division of Research and Statistics
Zhou, Hao
Tsinghua University
Posted:
24 Nov 06
Last Revised:
30 Jan 11
445
(36,507)
16

18.  
Bond Risk Premia and Realized Jump Risk | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Accepted Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zhou, Hao
Tsinghua University
Posted:
20 Mar 08
Last Revised:
27 Jul 09
427
(38,447)
19

19.  
A Study of the Finite Sample Properties of Emm, Gmm, Qmle, and Mle for a Square-Root Interest Rate Diffusion Model | Show Abstract | Download |
FEDS Discussion Paper No. 2000-45, Journal of Computational Finance, Vol. 5, pp. 89-122, 2001
Accepted Paper Series
Zhou, Hao
Tsinghua University
Posted:
23 Jan 01
417
(39,586)
5

20.   Incl. Electronic Paper
Bansal, Ravi
Duke University and NBER
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University
Posted:
26 Jun 03
Last Revised:
18 Jul 08
407
(40,797)
29

21.   Incl. Electronic Paper
Londono, Juan M.
Federal Reserve Board of Governors
Zhou, Hao
Tsinghua University
Posted:
22 Aug 12
Last Revised:
14 Jul 14
382
(44,084)
 

22.   Incl. Electronic Paper
Bansal, Ravi
Duke University and NBER
Zhou, Hao
Tsinghua University
Posted:
14 Dec 01
Last Revised:
18 Jul 08
363
(46,889)
104

23.  
Zhou, Hao
Tsinghua University
Posted:
21 Sep 01
361
(47,183)
5

24.   Incl. Electronic Paper
Miao, Jianjun
Boston University - Department of Economics
Wei, Bin
Board of Governors of the Federal Reserve System (FRB)
Zhou, Hao
Tsinghua University
Posted:
17 Mar 12
Last Revised:
16 May 12
292
(60,702)
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
Posted:
28 Nov 12
268
(66,842)
2

26.  
Realized Jump Risk and Conditional Equity Premium | Show Abstract | Download |
Asian Finance Association (AsianFA) 2014 Conference Paper
Working Paper Series
Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
Zhentao, Liu
Xiamen University
Wang, Kent
University of Queensland
Zhou, Hao
Tsinghua University
Zuo, Haomiao
China Life Asset Management Company Limited
Posted:
22 Jul 13
Last Revised:
21 Jul 14
177
(101,636)
8

27.  
Chen, Hui
Massachusetts Institute of Technology
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University
Posted:
29 Oct 13
Last Revised:
23 Jan 14
121
(140,700)
 

28.  
Guo, Ming
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Zhou, Hao
Tsinghua University
Posted:
21 Jul 14
70
(202,025)
 

29.   Incl. Electronic Paper
Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
Wang, Kent
University of Queensland
Zhou, Hao
Tsinghua University
Posted:
27 Oct 14
Last Revised:
30 Oct 14
57
(226,797)
 

30.  
Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Housing, Equity and Loan Markets | Show Abstract | Download |
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211
Working Paper Series
Ho, Steven Wei
Tsinghua University
Zhang, Ji
Tsinghua University
Zhou, Hao
Tsinghua University
Posted:
02 Nov 14
Last Revised:
22 Nov 14
32
(283,705)
 

31.  
Bian, Jiangze
University of International Business and Economics
Chan, Kalok
Hong Kong University of Science & Technology - Department of Finance
Shi, Donghui
Shanghai Stock Exchange
Zhou, Hao
Tsinghua University
Posted:
19 Aug 13
Last Revised:
11 Oct 14
31
(286,746)
 

32.  
The Systemic Risk of European Banks During the Financial and Sovereign Debt Crisis | Show Abstract | Download |
FRB International Finance Discussion Paper No. 1083
Working Paper Series
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
Posted:
11 Dec 13
30
(289,882)
2


Records 1 - 32 of 32 matches
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