Hao Zhou
Names
Identifer
Contact
Affiliations
-
Tsinghua University
/ PBC School of Finance
Research profile
author of:
- Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities (RePEc:aah:create:2007-16)
by Tim Bollerslev & Michael Gibson & Hao Zhou - Expected Stock Returns and Variance Risk Premia (RePEc:aah:create:2007-17)
by Tim Bollerslev & Hao Zhou - Stock Return and Cash Flow Predictability: The Role of Volatility Risk (RePEc:aah:create:2012-51)
by Tim Bollerslev & Lai Xu & Hao Zhou - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment (RePEc:bes:jnlbes:v:20:y:2002:i:3:p:333-335)
by Zhou, Hao - Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle (RePEc:bes:jnlbes:v:22:y:2004:p:396-409)
by Ravi Bansal & George Tauchen & Hao Zhou - Systemic risk contributions (RePEc:bis:bisbpc:60-05)
by Xin Huang & Hao Zhou & Haibin Zhu - Explaining credit default swap spreads with equity volatility and jump risks of individual firms (RePEc:bis:biswps:181)
by Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou - A Framework for Assessing the Systemic Risk of Major Financial Institutions (RePEc:bis:biswps:281)
by Xin Huang & Hao Zhou & Haibin Zhu - Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis (RePEc:bis:biswps:296)
by Xin Huang & Hao Zhou & Haibin Zhu - Ambiguity Aversion and Variance Premium (RePEc:bos:wpaper:wp2012-009)
by Jianjun Miao & Bin Wei & Hao Zhou - Rural-Urban Disparity and Sectoral Labor Allocation in China (RePEc:duk:dukeec:97-02)
by Yang, Dennis T. & Hao Zhou - Estimating stochastic volatility diffusion using conditional moments of integrated volatility (RePEc:eee:econom:v:109:y:2002:i:1:p:33-65)
by Bollerslev, Tim & Zhou, Hao - Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65] (RePEc:eee:econom:v:119:y:2004:i:1:p:221-222)
by Bollerslev, Tim & Zhou, Hao - Volatility puzzles: a simple framework for gauging return-volatility regressions (RePEc:eee:econom:v:131:y:2006:i:1-2:p:123-150)
by Bollerslev, Tim & Zhou, Hao - Realized jumps on financial markets and predicting credit spreads (RePEc:eee:econom:v:160:y:2011:i:1:p:102-118)
by Tauchen, George & Zhou, Hao - Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (RePEc:eee:econom:v:160:y:2011:i:1:p:235-245)
by Bollerslev, Tim & Gibson, Michael & Zhou, Hao - Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis (RePEc:eee:finsta:v:8:y:2012:i:3:p:193-205)
by Huang, Xin & Zhou, Hao & Zhu, Haibin - A framework for assessing the systemic risk of major financial institutions (RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049)
by Huang, Xin & Zhou, Hao & Zhu, Haibin - Bond risk premia and realized jump risk (RePEc:eee:jbfina:v:33:y:2009:i:12:p:2333-2345)
by Wright, Jonathan H. & Zhou, Hao - Ambiguity Aversion and Variance Premium (RePEc:fip:fedawp:2018-14)
by Jianjun Miao & Bin Wei & Hao Zhou - Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime (RePEc:fip:fedawp:89451)
by Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou - Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets (RePEc:fip:feddgw:211)
by Steven Wei Ho & Ji Zhang & Hao Zhou - A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model (RePEc:fip:fedgfe:2000-45)
by Hao Zhou - Jump-diffusion term structure and Ito conditional moment generator (RePEc:fip:fedgfe:2001-28)
by Hao Zhou - Term structure of interest rates with regime shifts (RePEc:fip:fedgfe:2001-46)
by Ravi Bansal & Hao Zhou - Estimating stochastic volatility diffusion using conditional moments of integrated volatility (RePEc:fip:fedgfe:2001-49)
by Tim Bollerslev & Hao Zhou - Regime-shifts, risk premiums in the term structure, and the business cycle (RePEc:fip:fedgfe:2003-21)
by Ravi Bansal & George Tauchen & Hao Zhou - Itô conditional moment generator and the estimation of short rate processes (RePEc:fip:fedgfe:2003-32)
by Hao Zhou - Volatility puzzles: a unified framework for gauging return-volatility regressions (RePEc:fip:fedgfe:2003-40)
by Tim Bollerslev & Hao Zhou - Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (RePEc:fip:fedgfe:2004-56)
by Tim Bollerslev & Michael S. Gibson & Hao Zhou - Explaining credit default swap spreads with the equity volatility and jump risks of individual firms (RePEc:fip:fedgfe:2005-63)
by Benjamin Y. Zhang & Hao Zhou & Haibin Zhu - Realized jumps on financial markets and predicting credit spreads (RePEc:fip:fedgfe:2006-35)
by George Tauchen & Hao Zhou - Expected stock returns and variance risk premia (RePEc:fip:fedgfe:2007-11)
by Tim Bollerslev & Hao Zhou - Bond risk premia and realized jump volatility (RePEc:fip:fedgfe:2007-22)
by Jonathan H. Wright & Hao Zhou - Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data (RePEc:fip:fedgfe:2008-40)
by Song Han & Hao Zhou - Specification analysis of structural credit risk models (RePEc:fip:fedgfe:2008-55)
by Jing-zhi Huang & Hao Zhou - A framework for assessing the systemic risk of major financial institutions (RePEc:fip:fedgfe:2009-37)
by Xin Huang & Hao Zhou & Haibin Zhu - Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis (RePEc:fip:fedgfe:2009-44)
by Xin Huang & Hao Zhou & Haibin Zhu - Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty (RePEc:fip:fedgfe:2010-14)
by Hao Zhou - Credit default swap spreads and variance risk premia (RePEc:fip:fedgfe:2011-02)
by Hao Wang & Hao Zhou & Yi Zhou - Systemic risk contributions (RePEc:fip:fedgfe:2011-08)
by Xin Huang & Hao Zhou & Haibin Zhu - Risk, uncertainty, and expected returns (RePEc:fip:fedgfe:2011-45)
by Turan G. Bali & Hao Zhou - Stock return predictability and variance risk premia: statistical inference and international evidence (RePEc:fip:fedgfe:2011-52)
by Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou - Term Structure of Interest Rates with Short-run and Long-run Risks (RePEc:fip:fedgfe:2015-95)
by Olesya V. Grishchenko & Zhaogang Song & Hao Zhou - Variance risk premiums and the forward premium puzzle (RePEc:fip:fedgif:1068)
by Juan M. Londono & Hao Zhou - The systemic risk of European banks during the financial and sovereign debt crises (RePEc:fip:fedgif:1083)
by Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou - Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (RePEc:fip:fedgpr:y:2005:x:32)
by Tim Bollerslev & Michael S. Gibson & Hao Zhou - Short Run Bond Risk Premia (RePEc:fmg:fmgdps:dp686)
by Philippe Mueller & Andrea Vedolin & Hao Zhou - Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data (RePEc:hkm:wpaper:022011)
by Song Han & Hao Zhou - Systemic Risk Contributions (RePEc:kap:jfsres:v:42:y:2012:i:1:p:55-83)
by Xin Huang & Hao Zhou & Haibin Zhu - Risk, Uncertainty, and Expected Returns (RePEc:koc:wpaper:1306)
by Turan G. Bali & Hao Zhou - Comment on "Systemic Risks and the Macroeconomy" (RePEc:nbr:nberch:12052)
by Hao Zhou - Leverage-Induced Fire Sales and Stock Market Crashes (RePEc:nbr:nberwo:25040)
by Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou - Does Fiscal Policy Matter for Stock-Bond Return Correlation? (RePEc:nbr:nberwo:27861)
by Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou - Itô Conditional Moment Generator and the Estimation of Short-Rate Processes (RePEc:oup:jfinec:v:1:y:2003:i:2:p:250-271)
by Hao Zhou - Expected Stock Returns and Variance Risk Premia (RePEc:oup:rfinst:v:22:y:2009:i:11:p:4463-4492)
by Tim Bollerslev & George Tauchen & Hao Zhou - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (RePEc:oup:rfinst:v:22:y:2009:i:12:p:5099-5131)
by Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu - Rural-urban disparity and sectoral labour allocation in China (RePEc:taf:jdevst:v:35:y:1999:i:3:p:105-133)
by Dennis Tao Yang & Hao Zhou