Chen Zhao

JPMorgan Chase Institute

601 Pennsylvania Avenue NW

Washington, DC 20004

United States

SCHOLARLY PAPERS

5

DOWNLOADS

87

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Does the Timing of Central Bank Announcements Matter? Trade-Level Data on Hedge Fund Behavior Before Swiss National Bank Meetings

Number of pages: 15 Posted: 15 Apr 2019
Diana Farrell, Kanav Bhagat and Chen Zhao
JP Morgan Chase & Co. - JP Morgan Chase Institute, JP Morgan Chase & Co. - JP Morgan Chase Institute and JPMorgan Chase Institute
Downloads 30 (507,918)

Abstract:

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2.

Falling Behind: Bank Data on the Role of Income and Savings in Mortgage Default

Number of pages: 18 Posted: 01 Nov 2018
Diana Farrell, Kanav Bhagat and Chen Zhao
JP Morgan Chase & Co. - JP Morgan Chase Institute, JP Morgan Chase & Co. - JP Morgan Chase Institute and JPMorgan Chase Institute
Downloads 22 (554,410)
Citation 2

Abstract:

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mortage, mortgage default, income shock

3.

Trading Equity for Liquidity: Bank Data on the Relationship between Liquidity and Mortgage Default

Farrell, Diana, Kanav Bhagat, and Chen Zhao. 2019. "Trading Equity for Liquidity: Bank Data on the Relationship between Liquidity and Mortgage Default." JPMorgan Chase Institute.
Number of pages: 28 Posted: 05 Jul 2019
Diana Farrell, Kanav Bhagat and Chen Zhao
JP Morgan Chase & Co. - JP Morgan Chase Institute, JP Morgan Chase & Co. - JP Morgan Chase Institute and JPMorgan Chase Institute
Downloads 19 (573,550)
Citation 1

Abstract:

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mortgage, mortgage default, liquidity, household leverage, financial regulation

4.

The Housing Wealth Effect in the Post-Great Recession Period: Evidence from Big Data

Number of pages: 44 Posted: 02 Jul 2020
Diana Farrell, Fiona Greig and Chen Zhao
JP Morgan Chase & Co. - JP Morgan Chase Institute, JP Morgan Chase & Co. - JP Morgan Chase Institute and JPMorgan Chase Institute
Downloads 14 (606,267)

Abstract:

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housing wealth effect, housing wealth, household consumption, monetary policy

5.

Tracking Spillovers During the Taper Tantrum: Evidence from Institutional Investor Transactions in Emerging Markets

Number of pages: 52 Posted: 28 Jul 2020
JP Morgan Chase & Co. - JP Morgan Chase Institute, Georgetown University, JPMorgan Chase Institute and JPMorgan Chase Institute
Downloads 2 (695,836)

Abstract:

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