Zhiguo He : Citation Profile


Are you Zhiguo He?

University of Chicago

14

H index

15

i10 index

700

Citations

RESEARCH PRODUCTION:

21

Articles

41

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 70
   Journals where Zhiguo He has often published
   Relations with other researchers
   Recent citing documents: 202.    Total self citations: 17 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe657
   Updated: 2018-12-08    RAS profile: 2018-08-04    
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Relations with other researchers


Works with:

Wei, Bin (4)

Kondor, Péter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhiguo He.

Is cited by:

Adrian, Tobias (18)

Gallegati, Mauro (12)

Russo, Alberto (12)

Shleifer, Andrei (11)

Riccetti, Luca (10)

guimaraes, bernardo (10)

Vayanos, Dimitri (8)

Schrimpf, Andreas (8)

Boyarchenko, Nina (7)

Gertler, Mark (6)

Gennaioli, Nicola (6)

Cites to:

Leland, Hayne (24)

Vayanos, Dimitri (18)

Brunnermeier, Markus (15)

Pedersen, Lasse (15)

Gabaix, Xavier (14)

Shin, Hyun Song (13)

Shleifer, Andrei (13)

Allen, Franklin (11)

Gale, Douglas (10)

DeMarzo, Peter (10)

Diamond, Douglas (10)

Main data


Where Zhiguo He has published?


Journals with more than one article published# docs
Review of Financial Studies6
Journal of Finance4
Journal of Financial Economics3
American Economic Review3
Econometrica2
Management Science2

Working Papers Series with more than one paper published# docs
2012 Meeting Papers / Society for Economic Dynamics3
Research Papers / Stanford University, Graduate School of Business3
2010 Meeting Papers / Society for Economic Dynamics2

Recent works citing Zhiguo He (2018 and 2017)


YearTitle of citing document
2017Incentives for Research Agents and Performance-vested Equity-based Compensation. (2017). Shan, Yaping. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-15.

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2018Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53.

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2018An experiment on the efficiency of bilateral exchange under incomplete markets. (2018). Rud, Olga ; Sharifova, Manizha ; Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:123.

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2017Mean field games of timing and models for bank runs. (2017). Carmona, Rene ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1606.03709.

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2017A confidence-based model for asset and derivative prices in the BitCoin market. (2017). Cretarola, Alessandra ; Talamanca, Gianna Figa . In: Papers. RePEc:arx:papers:1702.00215.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Counterparty Trading Limits Revisited:CSAs, IM, SwapAgent(r), from PFE to PFL. (2017). Kenyon, Chris ; Poncet, Benjamin ; Berrahoui, Mourad . In: Papers. RePEc:arx:papers:1710.03161.

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2018Systemic Greeks: Measuring risk in financial networks. (2018). Bertschinger, Nils ; Stobbe, Julian. In: Papers. RePEc:arx:papers:1810.11849.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2018Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Goldstein, Itay ; Yang, Jing ; Witmer, Jonathan . In: Staff Working Papers. RePEc:bca:bocawp:18-33.

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2018Optimal Forbearance of Bank Resolution. (2018). Schilling, Linda. In: Working Papers. RePEc:bfi:wpaper:2018-15.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2018Mapping shadow banking in China: structure and dynamics. (2018). Ehlers, Torsten ; Zhu, Feng ; Kong, Steven. In: BIS Working Papers. RePEc:bis:biswps:701.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:546-569.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2018Risks in China’s financial system. (2018). Song, Zheng ; Xiong, Wei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_001.

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2017Contracting with long-term consequences. (2017). Vasama, Suvi . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_014.

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2017On moral hazard and persistent private information. (2017). Vasama, Suvi . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_015.

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2018Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai. In: Working Papers. RePEc:bre:wpaper:23907.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2017Systemic Aspects of Pension Funds and the Role of Supervision. (2017). Beetsma, Roel ; Wanningen, Christiaan ; Vos, Siert . In: CESifo Forum. RePEc:ces:ifofor:v:17:y:2017:i:4:p:54-67.

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2017Dynamic coordination with timing frictions: theory and applications. (2017). Pereira, Ana Elisa ; Machado, Caio ; guimaraes, bernardo. In: Discussion Papers. RePEc:cfm:wpaper:1726.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Abad, Jorge ; Suarez, Javier. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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2017Financial frictions and corporate investment in bad times. Who cut back most?. (2017). Marino, Immacolata ; D'Onofrio, Alexandra ; Bruno, Brunella. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12003.

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2017Dealer Balance Sheets and Bond Liquidity Provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12246.

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2017Liquidity Policies and Systemic Risk. (2017). Boyarchenko, Nina ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12247.

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2017Performance-induced CEO turnover. (2017). Jenter, Dirk ; Lewellen, Katharina A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12274.

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2017Corporate Debt Maturity Profiles. (2017). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jae Won. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12289.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Capital Share Risk in U.S. Asset Pricing. (2018). Lettau, Martin ; Ma, Sai ; Ludvigson, Sydney . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12628.

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2018Monetary Policy and Financial Conditions: A Cross-Country Study. (2018). Duarte, Fernando ; Mancini-Griffoli, Tommaso ; Grinberg, Federico ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12681.

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2018Safe Haven CDS Premiums. (2018). Lando, David ; Klinger, Sven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12694.

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2018Agency Conflicts over the Short and Long Run: Short-termism, Long-termism, and Pay-for-Luck. (2018). Gryglewicz, Sebastian ; Morellec, Erwan ; Mayer, Simon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12720.

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2018Debt Overhang and Investment Efficiency. (2018). Wolski, Marcin ; Popov, Alexander ; Barbiero, Francesca . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12784.

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2018Financial Structure, Economic Growth and Development. (2018). Kowalewski, Oskar ; Allen, Franklin ; Gu, Xian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12859.

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2018Entrusted Loans: A Close Look at Chinas Shadow Banking System. (2018). Allen, Franklin ; Yu, Frank ; Tu, Guoqian ; Qian, Yiming. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12864.

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2018Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Drechsler, Itamar ; Schnabl, Philipp ; Savov, Alexi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12950.

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2018Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Abad, Jorge ; Suarez, Javier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2018An Intermediation-Based Model of Exchange Rates. (2018). Malamud, Semyon ; Schrimpf, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13182.

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2018Variation margins, fire sales, and information-constrained optimality. (2018). Biais, Bruno ; Hoerova, Marie ; Heider, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13192.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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2018Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278.

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2018Municipal Bond Markets. (2018). Cestau, Dario ; Schurhoff, Norman ; Li, Dan ; Hollifield, Burton. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13301.

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2018Could Risk Management Be Harmful to Firms?. (2018). Li, Rui. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:li.

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2017Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1646.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2018How to explain corporate investment heterogeneity in Chinas new normal: Structural models with state-owned property rights. (2018). Shi, Jinchuan ; Zhang, Xiaoqian. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:1-16.

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2018Land financing and economic growth: Evidence from Chinese counties. (2018). Mo, Jiawei. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:218-239.

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2018Chinas household balance sheet: Accounting issues, wealth accumulation, and risk diagnosis. (2018). Li, Cheng. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:97-112.

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2017The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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2018On the theory of international currency portfolios. (2018). Kumhof, Michael. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:376-396.

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2017Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:108-130.

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2017On the incentive effects of job rotation. (2017). Hakenes, Hendrik ; Katolnik, Svetlana . In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:424-441.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2018Heating system upgrades: The role of knowledge, socio-demographics, building attributes and energy infrastructure. (2018). Curtis, John ; Aravena, Claudia ; McCoy, Daire. In: Energy Policy. RePEc:eee:enepol:v:120:y:2018:i:c:p:183-196.

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2017Quantitative wave model of macro-finance. (2017). Olkhov, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:143-150.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2017Effect of rollover risk on default risk: Evidence from bank financing. (2017). Pea, Juan Ignacio ; Wang, Chih-Wei ; Chiu, Wan-Chien. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:130-143.

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2017Dynamic agency and investment theory with time-inconsistent preferences. (2017). Liu, BO ; Yang, Jinqiang ; Mu, Congming . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:88-95.

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2017Real option with liquidity constraints under secondary debt illiquidity risk market. (2017). Xu, Qing ; Yang, Jinqiang. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:57-65.

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2018Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier . In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:40-59.

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2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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2017Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17.

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2017Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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2017Collateralization, leverage, and stressed expected loss. (2017). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:226-243.

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2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

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2018The consequences of liquidity imbalance: When net lenders leave interbank markets. (2018). Hryckiewicz, Aneta ; Kozlowski, Lukasz. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:82-97.

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2018International credit supply shocks. (2018). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio ; Ferrero, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:219-237.

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2018Reporting choices in the shadow of bank runs. (2018). GAO, PINGYANG ; Jiang, XU. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:1:p:85-108.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. (2017). Gallitschke, Janek ; Seifried, Frank Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:142-152.

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2017The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity. (2017). Wei, XU ; Wu, Ho-Mou ; Gong, Yaxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:229-243.

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2018Institutional trading and asset pricing. (2018). Frijns, Bart ; Westerholm, Joakim P ; Tourani-Rad, Alireza ; Huynh, Thanh D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77.

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2018Financial distress, refinancing, and debt structure. (2018). Dudley, Evan ; Yin, Qie Ellie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:185-207.

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2018Systematic risk factors and bank failures. (2018). Sun, Junjie ; Zhao, Xinlei ; Wu, Deming. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:1-18.

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2018Contracting to compete for flows. (2018). Donaldson, Jason Roderick ; Piacentino, Giorgia. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:289-319.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Debt maturity and the liquidity of secondary debt markets. (2017). Bruche, Max ; Segura, Anatoli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:599-613.

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2017Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?. (2017). Nickerson, Jordan ; Griffin, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:454-474.

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2018Threat of entry and debt maturity: Evidence from airlines. (2018). Parise, Gianpaolo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:226-247.

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2018Liquidity risk and maturity management over the credit cycle. (2018). santos, joao ; Mian, Atif. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:264-284.

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2018Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2018How does the stock market absorb shocks?. (2018). Frank, Murray Z ; Sanati, Ali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:136-153.

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2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

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2017How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007. (2017). Kovner, Anna ; Afonso, Gara ; Acharya, Viral V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:1-34.

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2018Liquidity policies and systemic risk. (2018). Adrian, Tobias ; Boyarchenko, Nina. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pb:p:45-60.

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2017Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation. (2017). Kiley, Michael ; Sim, Jae. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:232-259.

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2017A simple macroeconomic model with extreme financial frictions. (2017). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:92-102.

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2017Dynamic agency with persistent observable shocks. (2017). Li, Rui. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:71:y:2017:i:c:p:74-91.

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2017Dynamic coordination among heterogeneous agents. (2017). Pereira, Ana Elisa ; guimaraes, bernardo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:13-33.

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More than 100 citations found, this list is not complete...

Works by Zhiguo He:


YearTitleTypeCited
2012Debt Financing in Asset Markets In: American Economic Review.
[Full Text][Citation analysis]
article3
2012Debt Financing in Asset Markets.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Intermediary Asset Pricing In: American Economic Review.
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2008Intermediary Asset Pricing.(2008) In: NBER Working Papers.
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2010Intermediary Asset Pricing.(2010) In: 2010 Meeting Papers.
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2016What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers.
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2012Rollover Risk and Credit Risk In: Journal of Finance.
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2010Rollover Risk and Credit Risk.(2010) In: NBER Working Papers.
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2010Rollover Risk and Credit Risk.(2010) In: 2010 Meeting Papers.
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2010Financing Speculative Booms In: Levine's Working Paper Archive.
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2016Inefficient Investment Waves.(2016) In: Econometrica.
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2012Dynamic Debt Runs.(2012) In: Review of Financial Studies.
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2011Dynamic Debt Runs.(2011) In: 2011 Meeting Papers.
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2014Endogenous Liquidity and Defaultable Bonds.(2014) In: Econometrica.
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2012Dynamic Compensation Contracts with Private Savings In: Review of Financial Studies.
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