Jianing Zhang

Pennsylvania State University - Smeal College of Business

University Park, PA 16802

United States

SCHOLARLY PAPERS

4

DOWNLOADS

254

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

The Informational Content of the Embedded Deflation Option in TIPS

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 22 Oct 2010 Last Revised: 04 Oct 2011
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Downloads 119 (251,441)

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TIPS, embedded option, inflation, deflation, term structure

The Informational Content of the Embedded Deflation Option in TIPS

Journal of Banking and Finance, Forthcoming
Number of pages: 80 Posted: 16 Sep 2012 Last Revised: 23 Dec 2015
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Downloads 42 (454,634)

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TIPS, embedded option, inflation, deflation, term structure

The Informational Content of the Embedded Deflation Option in TIPS

FEDS Working Paper No. 2013-24
Number of pages: 66 Posted: 11 May 2013
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Downloads 32 (501,989)
Citation 2

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TIPS, embedded option, inflation, deflation, term structure

3.

The Information Content of the Embedded Deflation Option in TIPS

FEDS Working Paper No. 2011-58
Number of pages: 67 Posted: 04 Jan 2012
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Downloads 58 (387,899)
Citation 5

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TIPS, embedded option, inflation, deflation, term structure

4.

Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban

Financial Review, Vol. 47, Issue 1, pp. 171-197, 2012
Posted: 05 Jan 2012
Xiaoling Pu and Jianing Zhang
Kent State University - Department of Finance and Pennsylvania State University - Smeal College of Business
Downloads 3 (672,583)
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short sale ban, volatility, liquidity, macroeconomic condition