Zhengyang Jiang

Kellogg School of Management - Department of Finance

Assistant Professor

Evanston, IL 60208

United States

http://https://sites.google.com/site/jayzedwye/

  • Kellogg School of Management - Department of Finance

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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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
Kellogg School of Management - Department of Finance
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
Kellogg School of Management - Department of Finance
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
Kellogg School of Management - Department of Finance
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
Kellogg School of Management - Department of Finance
Downloads 198 (150,617)

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Exchange Rate, Fiscal Theory of Price Level, Sticky Prices

6.

Foreign Safe Asset Demand and the Dollar Exchange Rate

Downloads 176 (167,658)

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
Kellogg School of Management - Department of Finance
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
Kellogg School of Management - Department of Finance
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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