3
H index
3
i10 index
67
Citations
University of Southern California (50% share) | 3 H index 3 i10 index 67 Citations RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Wenhao Li. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 7 |
| Research Papers / Stanford University, Graduate School of Business | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Heterogenous Macro-Finance Model: A Mean-field Game Approach. (2025). Vu, Hoang ; Ichiba, Tomoyuki. In: Papers. RePEc:arx:papers:2502.10666. Full description at Econpapers || Download paper |
| 2025 | The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571. Full description at Econpapers || Download paper |
| 2025 | The Optimum Quantity of Central Bank Reserves. (2025). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:25-15. Full description at Econpapers || Download paper |
| 2025 | Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34. Full description at Econpapers || Download paper |
| 2025 | United in Booms, Divided in Busts: Regional House Price Cycles and Monetary Policy. (2025). Roschitsch, Ulrich ; Twieling, Hannes. In: Staff Working Papers. RePEc:bca:bocawp:25-36. Full description at Econpapers || Download paper |
| 2025 | Issuing European safe assets: how to get the most out of Eurobonds?. (2025). Tommasino, Pietro ; Pericoli, Marcello ; Pallara, Kevin. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_937_25. Full description at Econpapers || Download paper |
| 2025 | Evaluating the Financial Instability Hypothesis: a Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations. (2025). Camous, Antoine ; van der Ghote, Alejandro. In: Working papers. RePEc:bfr:banfra:1009. Full description at Econpapers || Download paper |
| 2024 | Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161. Full description at Econpapers || Download paper |
| 2025 | How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286. Full description at Econpapers || Download paper |
| 2024 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085. Full description at Econpapers || Download paper |
| 2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper |
| 2024 | Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844. Full description at Econpapers || Download paper |
| 2025 | The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066. Full description at Econpapers || Download paper |
| 2025 | Repo collateral reuse and liquidity windfalls. (2025). Rodrigues-Gomes, Victor ; Pereira, Sofia M ; Alexiou, Georgios Angelis. In: Working Paper Series. RePEc:ecb:ecbwps:20253147. Full description at Econpapers || Download paper |
| 2025 | Governing high-integrity markets for ecosystem services. (2025). Rudman, Hannah ; Reed, Mark S ; Jensen, Eric A ; Everett, Rosie ; McCarthy, Julia M. In: Ecosystem Services. RePEc:eee:ecoser:v:75:y:2025:i:c:s2212041625000646. Full description at Econpapers || Download paper |
| 2024 | Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016. Full description at Econpapers || Download paper |
| 2024 | The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints. (2024). Braun, Matias ; Marcet, Francisco ; Raddatz, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000189. Full description at Econpapers || Download paper |
| 2025 | Informational frictions in funding and credit markets. (2025). Sockin, Michael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:230:y:2025:i:c:s0022053125001474. Full description at Econpapers || Download paper |
| 2024 | Liquidity regulation and banks: Theory and evidence. (2024). Sundaresan, Suresh ; Xiao, Kairong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873. Full description at Econpapers || Download paper |
| 2024 | Delayed crises and slow recoveries. (2024). Yang, Zhongchao ; Liu, Xuewen ; Wang, Pengfei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23001976. Full description at Econpapers || Download paper |
| 2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
| 2024 | The pricing of U.S. Treasury floating rate notes. (2024). Jermann, Urban ; Hartley, Jonathan S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000564. Full description at Econpapers || Download paper |
| 2024 | Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795. Full description at Econpapers || Download paper |
| 2024 | How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089. Full description at Econpapers || Download paper |
| 2025 | Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017. Full description at Econpapers || Download paper |
| 2025 | Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364. Full description at Econpapers || Download paper |
| 2025 | Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Zhou, Donghai ; Chen, Binxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039. Full description at Econpapers || Download paper |
| 2024 | Fourier-MIONet: Fourier-enhanced multiple-input neural operators for multiphase modeling of geological carbon sequestration. (2024). Jiang, Zhongyi ; Zhu, Min ; Lu, LU. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s0951832024004642. Full description at Econpapers || Download paper |
| 2025 | Green finance and agricultural climate resilience: Evidence from China. (2025). Zhu, Zhe ; Li, Jun ; Ma, Shixuan ; Yu, Jiaqi ; Zhang, Jinhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s027553192500251x. Full description at Econpapers || Download paper |
| 2025 | Asset Prices and Credit with Diagnostic Expectations. (2025). Singh, Sanjay ; Jorda, Oscar ; Cloyne, James ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:101463. Full description at Econpapers || Download paper |
| 2024 | Central Banking Post Crises. (2024). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-35. Full description at Econpapers || Download paper |
| 2024 | Reaching for Duration and Leverage in the Treasury Market. (2024). Kahn, Robert ; Barth, Daniel ; Monin, Phillip J ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-39. Full description at Econpapers || Download paper |
| 2025 | Decoupling Dollar and Treasury Privilege. (2025). Schreger, Jesse ; Du, Wenxin ; Keerati, Ritt. In: International Finance Discussion Papers. RePEc:fip:fedgif:1427. Full description at Econpapers || Download paper |
| 2026 | The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market. (2026). Botero-Ramrez, Oscar ; Botero-Ramairez, Oscar. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2026. Full description at Econpapers || Download paper |
| 2025 | Intraday Liquidity and Money Market Dislocations. (2025). Vandeweyer, Quentin ; Han, Baiyang ; Davernas, Adrien. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:12:p:10740-10752. Full description at Econpapers || Download paper |
| 2025 | The Liquidity Premium of Digital Payment Vehicle. (2025). Jiang, Zhengyang ; Chen, Zefeng. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:7:p:5605-5624. Full description at Econpapers || Download paper |
| 2026 | Measuring global financial stress: is there any role for large language models?. (2026). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:22:y:2026:i:1:d:10.1007_s10436-026-00481-4. Full description at Econpapers || Download paper |
| 2025 | Decoupling Dollar and Treasury Privilege. (2025). Keerati, Ritt ; Du, Wenxin ; Schreger, Jesse. In: SocArXiv. RePEc:osf:socarx:7u9kn_v1. Full description at Econpapers || Download paper |
| 2025 | Climate change monetary policy and price stability in South Africa. (2025). Wang, Xuan ; Tsomocos, Dimitrios P ; Tan, Yixiao. In: Working Papers. RePEc:rbz:wpaper:11089. Full description at Econpapers || Download paper |
| 2024 | The U.S. Public Debt Valuation Puzzle. (2024). Van Nieuwerburgh, Stijn ; Jiang, Zhengyang ; Xiaolan, Mindy Z ; Lustig, Hanno. In: Econometrica. RePEc:wly:emetrp:v:92:y:2024:i:4:p:1309-1347. Full description at Econpapers || Download paper |
| 2025 | Discussion of “Reallocating and Pricing Illiquid Capital: Two Productive Trees”. (2025). Li, Kai. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:5:p:1909-1911. Full description at Econpapers || Download paper |
| 2025 | Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE White Paper Series. RePEc:zbw:safewh:321877. Full description at Econpapers || Download paper |
| 2025 | Growth of non-bank financial intermediaries, financial stability, and monetary policy. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:330175. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Public Liquidity and Financial Crises In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Deep Learning for Solving and Estimating Dynamic Macro-Finance Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | Deep Learning for Solving and Estimating Dynamic Macro-finance Models.(2025) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | The Distortionary Effects of Central Bank Direct Lending on Firm Quality Dynamics In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 24 |
| 2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2025 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2025) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2021 | The Demand for Money, Near-Money, and Treasury Bonds In: Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2022 | The Demand for Money, Near-Money, and Treasury Bonds.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2023 | The Demand for Money, Near-Money, and Treasury Bonds.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2022 | Intermediary Balance Sheets and the Treasury Yield Curve In: Research Papers. [Full Text][Citation analysis] | paper | 25 |
| 2023 | Intermediary balance sheets and the treasury yield curve.(2023) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2022 | Intermediary Balance Sheets and the Treasury Yield Curve.(2022) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2022 | Intermediary Balance Sheets and the Treasury Yield Curve.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2023 | Understanding the “Inconvenience” of U.S. Treasury Bonds In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Inflation and Treasury Convenience In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Granular Treasury Demand with Arbitrageurs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | Firm Quality Dynamics and the Slippery Slope of Credit Intervention In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | The Passthrough of Treasury Supply to Bank Deposit Funding In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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