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

12

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SSRN CITATIONS
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Top 28,068

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22

CROSSREF CITATIONS

3

Scholarly Papers (12)

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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 976 (23,401)

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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: 14 Aug 2019
Zhengyang Jiang
Kellogg School of Management - Department of Finance
Downloads 748 (33,955)

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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 493 (58,735)

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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 320 (97,572)
Citation 8

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

5.

Foreign Safe Asset Demand and the Dollar Exchange Rate

Downloads 295 (106,656)
Citation 5

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 281 (111,738)
Citation 7

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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 14 (600,310)

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6.

US Fiscal Cycle and the Dollar

Number of pages: 34 Posted: 06 Dec 2018 Last Revised: 14 Feb 2020
Zhengyang Jiang
Kellogg School of Management - Department of Finance
Downloads 261 (121,374)

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The dollar, fiscal cycle, term structure of risk premium

7.

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 235 (135,100)

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Exchange Rate, Fiscal Theory of Price Level, Sticky Prices

8.

Dollar Safety and the Global Financial Cycle

Stanford University Graduate School of Business Research Paper No. 19-16
Number of pages: 57 Posted: 06 Feb 2019 Last Revised: 12 Jul 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 230 (137,928)
Citation 4

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

9.

Origins of International Factor Structures

Number of pages: 56 Posted: 26 Jun 2019 Last Revised: 13 Feb 2020
Zhengyang Jiang and Robert Richmond
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads 175 (177,751)
Citation 1

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International Comovements, Exchange Rates, Trade Networks

10.

Fiscal Cyclicality and Currency Risk Premia (Internet Appendix)

Number of pages: 27 Posted: 01 Dec 2017 Last Revised: 15 Aug 2019
Zhengyang Jiang
Kellogg School of Management - Department of Finance
Downloads 96 (282,232)

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Nominal Exchange Rate, Currency Risk Premium, Government Surplus

11.

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 85 (304,744)

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

12.

The U.S. Public Debt Valuation Puzzle

NBER Working Paper No. w26583
Number of pages: 74 Posted: 24 Dec 2019
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 12 (590,681)
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Other Papers (1)

Total Downloads: 164
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1.

The U.S. Public Debt Valuation Puzzle

Number of pages: 73 Posted: 04 Mar 2019 Last Revised: 15 Dec 2019
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 164

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government debt maturity, fiscal policy, term structure, interest rate risk