Search filters

List of works by Zhiguo He

A Macroeconomic Framework for Quantifying Systemic Risk

scientific article published in February 2014

A Model of Capital and Crises

scientific article published in September 2008

A Model of Safe Asset Determination

scientific article published in May 2016

A Theory of Debt Maturity: The Long and Short of Debt Overhang

scientific article published in June 2012

Balance Sheet Adjustments in the 2008 Crisis

scientific article published in April 2010

Blockchain Disruption and Smart Contracts

Chinese Bond Market and Interbank Market

scientific article published in February 2019

Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

scientific article published in November 2019

Debt Financing in Asset Markets

scientific article published in March 2012

Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?

scientific article published in March 2012

Decentralized Mining in Centralized Pools

scientific article published in February 2019

Delegated Asset Management, Investment Mandates, and Capital Immobility

scientific article published in December 2008

Dynamic Debt Maturity

scientific article published in January 2016

Dynamic Debt Runs

scientific article published in November 2009

Endogenous Liquidity and Defaultable Bonds

scientific article published in September 2012

Inefficient Investment Waves

scientific article published in July 2012

Information Acquisition in Rumor Based Bank Runs

scientific article published in November 2012

Intermediary Asset Pricing

scientific article published in December 2008

Intermediary Asset Pricing and the Financial Crisis

scientific article published in March 2018

Intermediary Asset Pricing: New Evidence from Many Asset Classes

scientific article published in January 2016

Leverage Dynamics without Commitment

scientific article published in November 2016

Leverage-Induced Fire Sales and Stock Market Crashes

scientific article published in September 2018

Open Banking: Credit Market Competition When Borrowers Own the Data

scientific article published in November 2020

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

scientific article published in December 2019

Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle

scientific article published in November 2014

Rollover Risk and Credit Risk

scientific article published in January 2010

The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes

scientific article published in July 2017

Treasury Inconvenience Yields during the COVID-19 Crisis

scientific article published in June 2020

Valuation of Long-Term Property Rights under Political Uncertainty

scientific article published in August 2020

What Makes US Government Bonds Safe Assets?

scientific article published in February 2016