Author Page for Yichao Zhu

The Decline of Too Big to Fail

Number of pages: 119 Posted: 19 Dec 2019 Last Revised: 23 Aug 2023

Antje Berndt, Darrell Duffie and Yichao Zhu

Australian National University, College of Business and Economics, Stanford University - Graduate School of Business and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics

Downloads 1,617 (19,692)

Citation 12

Abstract:

2.

Across-the-Curve Credit Spread Indices

Stanford University Graduate School of Business Research Paper No. 3884

Number of pages: 14 Posted: 31 Jul 2020

Antje Berndt, Darrell Duffie and Yichao Zhu

Australian National University, College of Business and Economics, Stanford University - Graduate School of Business and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics

Downloads 541 (89,565)

Citation 10

Abstract:

3.

Dealer Inventory, Short Interest and Price Efficiency in the Corporate Bond Market

Number of pages: 75 Posted: 04 Jun 2018 Last Revised: 13 Dec 2019

Antje Berndt and Yichao Zhu

Australian National University, College of Business and Economics and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics

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Citation 1

Yichao Zhu

Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics

PhD Candidate

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Scholarly Papers (3)

The Decline of Too Big to Fail

Abstract:

Across-the-Curve Credit Spread Indices

Abstract:

Dealer Inventory, Short Interest and Price Efficiency in the Corporate Bond Market

Abstract: