Zhengyang Jiang

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

Currency Returns in Different Time Zones

Institute of Global Finance Working Paper No. 11, 28th Australasian Finance and Banking Conference
Number of pages: 28 Posted: 04 Jun 2015 Last Revised: 25 Jan 2019
Zhengyang Jiang
Downloads 878 (25,636)

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Exchange Rates; Currency Risk Premia; Long-Run Risks

2.

Fiscal Cyclicality and Currency Risk Premia

Number of pages: 50 Posted: 25 Oct 2017 Last Revised: 09 Apr 2019
Zhengyang Jiang
Downloads 680 (36,457)

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Nominal Exchange Rate, Currency Risk Premium, Government Surplus

3.

Decomposing the Price-to-Book Ratio

Number of pages: 26 Posted: 30 Oct 2015 Last Revised: 04 Nov 2017
Zhengyang Jiang
Downloads 473 (58,336)

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Value Premium, Discount Rates, the Price-to-Book Ratio.

4.

Foreign Safe Asset Demand for U.S. Treasurys and the Dollar

American Economic Review P&P, Forthcoming, Stanford University Graduate School of Business Research Paper No. 18-1
Number of pages: 55 Posted: 11 Dec 2017 Last Revised: 25 Mar 2018
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 311 (95,318)

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Covered Interest Rate Parity, exchange rates, safe asset demand, convenience yields

5.

Fiscal Theory, Price Level, and Exchange Rate

Number of pages: 56 Posted: 25 Oct 2017 Last Revised: 10 May 2018
Zhengyang Jiang
Downloads 198 (150,617)

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Exchange Rate, Fiscal Theory of Price Level, Sticky Prices

Foreign Safe Asset Demand and the Dollar Exchange Rate

Stanford University Graduate School of Business Research Paper No. 18-16
Number of pages: 93 Posted: 21 Mar 2018 Last Revised: 23 Mar 2019
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 164 (178,528)

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Covered Interest Rate Parity, Exchange Rates, Safe Asset Demand, Convenience Yields

Foreign Safe Asset Demand and the Dollar Exchange Rate

NBER Working Paper No. w24439
Number of pages: 94 Posted: 26 Mar 2018
Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University
Downloads 12 (581,753)
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7.

US Fiscal Cycle and the Dollar

Number of pages: 69 Posted: 06 Dec 2018 Last Revised: 13 Jun 2019
Zhengyang Jiang
Downloads 173 (170,297)

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The dollar, fiscal cycle, term structure of risk premium

8.

Dollar Safety and the Global Financial Cycle

Number of pages: 48 Posted: 06 Feb 2019
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 87 (285,097)

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Covered interest rate parity, exchange rates, safe asset demand, convenience yields

9.

Fiscal Cyclicality and Currency Risk Premia (Internet Appendix)

Number of pages: 15 Posted: 01 Dec 2017 Last Revised: 09 Apr 2019
Zhengyang Jiang
Downloads 80 (299,959)

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Nominal Exchange Rate, Currency Risk Premium, Government Surplus

10.

Dominant Invoicing Currency and Asymmetric Monetary Effects

Number of pages: 24 Posted: 27 Dec 2017
Zefeng Chen, Zhengyang Jiang and Timothy Mok
Stanford University, School of Humanities & Sciences, Department of Economics, Stanford University, Department of Economics, Students, Kellogg School of Management - Department of Finance and Stanford University, Graduate School of Business, Students
Downloads 77 (306,857)

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The U.S. Dollar; Cash in Advance; Monetary Policy; Exchange Rate; Trade Deficits

11.

Origins of International Factor Structures

Number of pages: 43 Posted: 20 Jun 2019
Zhengyang Jiang and Robert Richmond
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads 21 (518,294)

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