Lei Zhang

University of Warwick - Department of Economics

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

18

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CITATIONS
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82

Scholarly Papers (18)

1.

Moral Hazard and the U.S. Stock Market: Analyzing the 'Greenspan Put'?

Institute for International Economics Working Paper No. 02-01
Number of pages: 21 Posted: 16 Feb 2002
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 240 (118,301)
Citation 14

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Moral Hazard and the Us Stock Market: Analysing the 'Greenspan Put'

Number of pages: 26 Posted: 20 Oct 2001
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 191 (147,299)
Citation 14

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Asset bubble, Monetary policy, Greenspan put, Risk premium

Moral Hazard and the Us Stock Market: Analysing the 'Greenspan Put'

Economic Journal, Vol. 112, pp. C171-C186, 2002
Number of pages: 16 Posted: 20 Nov 2002
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 33 (434,328)
Citation 14
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3.

Sovereign Liquidity Crises: The Strategic Case for a Payments Standstill

Number of pages: 26 Posted: 29 Sep 1998
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 152 (180,044)
Citation 20

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4.

Capital Flows, Interest Rates and Precautionary Behaviour: A Model of Global Imbalances

WEFRP Working Paper No. WEF 0014
Number of pages: 38 Posted: 31 Oct 2006
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 112 (228,567)

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stochastic dynamic general equilibrium, loss aversion, liquidity trap

5.

Exchange Monitoring Bands: Theory and Policy

CEIS Tor Vergata Research Paper Series No. 8
Number of pages: 35 Posted: 08 Apr 2003
University of Rome Tor Vergata Department of Economics and Finance, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 93 (259,480)
Citation 1

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Monitoring Band, Non-linear Mean-Reversion, Near Random Walk Dynamics

6.

Capital Flows and the Us 'New Economy': Consumption Smoothing and Risk Exposure

ECB Working Paper No. 459
Number of pages: 36 Posted: 11 May 2005
University of Warwick - Department of Economics, European Central Bank (ECB) and University of Warwick - Department of Economics
Downloads 61 (330,471)
Citation 2

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Capital flows, moral hazard, international transmission of shocks

7.

Monitoring Bands and Monitoring Rules: How Currency Intervention Can Change Market Composition

CEIS Working Paper No. 92
Number of pages: 18 Posted: 12 Feb 2007
University of Rome Tor Vergata Department of Economics and Finance, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 53 (353,634)
Citation 2

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Monitoring Rules, Monitoring Band, Bear and Bull Traders, Excess Volatility, Central Bank Volatility

8.

Sovereign Default by Argentina: 'Slow Motion Train Crash' or Self-Fulfilling Crisis?

CEPR Discussion Paper No. 3399
Number of pages: 20 Posted: 19 Jul 2002
University of Buenos Aires (UBA) - Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 28 (446,402)
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Multiple equilibria, regime switches, currency crisis

9.

Moral Hazard and the Us Stock Market: The Idea of a 'Greenspan Put'

CEPR Discussion Paper No. 3041
Number of pages: 30 Posted: 25 Nov 2001
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 27 (451,294)
Citation 15
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Asset bubble, monetary policy, Greenspan put, risk premium

10.

Fear and Market Failure: Global Imbalances and 'Self-Insurance'

CEPR Discussion Paper No. 6000
Number of pages: 46 Posted: 27 Mar 2007
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 19 (494,055)
Citation 4
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Stochastic dynamic general equilibrium, loss aversion, liquidity trap

11.

World Finance and the Us 'New Economy': Risk Sharing and Risk Exposure

CEPR Discussion Paper No. 4855
Number of pages: 36 Posted: 11 May 2005
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 19 (494,055)
Citation 1
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Capital flows, moral hazard, international transmission of shocks

12.

Credit Crunch and Keynesian Contraction: Argentina in Crisis

CEPR Discussion Paper No. 4889
Number of pages: 46 Posted: 26 May 2005
University of Warwick - Department of Economics, University of Buenos Aires (UBA) - Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión and University of Warwick - Department of Economics
Downloads 18 (499,426)
Citation 1
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Argentina debt crisis, twin crisis, keynesian recession, asymmetric pesification, conflicting beliefs

13.

Exchange Rate Monitoring Bands: Theory and Policy

CEPR Discussion Paper No. 3337
Number of pages: 37 Posted: 28 May 2002
University of Rome Tor Vergata Department of Economics and Finance, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 17 (504,882)
Citation 1
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Monitoring band, non-linear mean-reversion, near random walk dynamics

14.

Fear and Market Failure: Global Imbalances and “Self-Insurance”

IDB Working Paper No. 496
Number of pages: 40 Posted: 25 Apr 2011
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 14 (521,462)
Citation 4

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15.

Supply Shocks and Currency Crises: The Policy Dilemma Reconsidered

CEPR Discussion Paper No. 5905
Number of pages: 41 Posted: 29 Dec 2006
University of Buenos Aires (UBA) - Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 9 (548,984)
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Supply and demand shocks, financial crises, contractionary devaluation, Keynesian recession

16.

When Bigger Isn't Better: Bail Outs and Bank Behaviour

CEPR Discussion Paper No. DP8602
Number of pages: 48 Posted: 01 Nov 2011
Han Hao Li, Lei Zhang and Marcus H. Miller
affiliation not provided to SSRN, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 7 (559,748)
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bailouts, money and banking, regulation, risk-taking, seigniorage

17.

Neutrality and Efficiency of Petroleum Revenue Tax: A Theoretical Assessment

The Economic Journal, Vol. 107, Issue 443, pp. 1106-1120, 1997
Number of pages: 15 Posted: 28 Jan 2012
Lei Zhang
University of Warwick - Department of Economics
Downloads 2 (590,762)
Citation 3
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18.

Hyperinflation and Stabilization: Cagan Revisited

CEPR Discussion Paper Series No. 1513
Posted: 24 Mar 1997
Marcus H. Miller and Lei Zhang
University of Warwick - Department of Economics and University of Warwick - Department of Economics

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