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Details about Zhiguo He

E-mail:
Homepage:http://www.zhiguohe.com
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Zhiguo He.

Last updated 2019-02-03. Update your information in the RePEc Author Service.

Short-id: phe657


Jump to Journal Articles

Working Papers

2019

  1. Chinese Bond Market and Interbank Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Decentralized Mining in Centralized Pools
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2018

  1. Blockchain Disruption and Smart Contracts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Intermediary Asset Pricing and the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  3. Leverage-Induced Fire Sales and Stock Market Crashes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  4. The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes
    ADBI Working Papers, Asian Development Bank Institute Downloads

2017

  1. The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

2016

  1. A Model of Safe Asset Determination
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Dynamic Debt Maturity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Review of Financial Studies (2016)
  3. Inefficient investment waves
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (6)

    See also Journal Article in Econometrica (2016)
  4. Intermediary Asset Pricing: New Evidence from Many Asset Classes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Journal of Financial Economics (2017)
  5. Leverage Dynamics without Commitment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  6. Optimal Long-Term Contracting with Learning
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (3)

    See also Journal Article in Review of Financial Studies (2017)
  7. What Makes US Government Bonds Safe Assets?
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (4)

    See also Journal Article in American Economic Review (2016)

2014

  1. A Macroeconomic Framework for Quantifying Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    Also in Working Paper Research, National Bank of Belgium (2012) Downloads View citations (24)
    2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (3)
  2. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2018)

2013

  1. Uncertainty, risk, and incentives: theory and evidence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)
    See also Journal Article in Management Science (2014)

2012

  1. A Theory of Debt Maturity: The Long and Short of Debt Overhang
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Finance (2014)
  2. Debt Financing in Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in American Economic Review (2012)
  3. Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Management Science (2016)
  4. Endogenous Liquidity and Defaultable Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)

    See also Journal Article in Econometrica (2014)
  5. Information Acquisition in Rumor Based Bank Runs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)

    See also Journal Article in Journal of Finance (2016)

2011

  1. Dynamic Debt Runs
    2011 Meeting Papers, Society for Economic Dynamics View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (9)

    See also Journal Article in Review of Financial Studies (2012)

2010

  1. Balance Sheet Adjustments in the 2008 Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
  2. Intermediary Asset Pricing
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (11)

    See also Journal Article in American Economic Review (2013)
  3. Rollover Risk and Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)

    See also Journal Article in Journal of Finance (2012)

2009

  1. A Model of Capital and Crises
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (12)

2008

  1. Delegated Asset Management, Investment Mandates, and Capital Immobility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2013)
  2. Dynamic agency and the q theory of investment
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    See also Journal Article in Journal of Finance (2012)

Journal Articles

2018

  1. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
    Review of Financial Studies, 2018, 31, (3), 852-897 Downloads View citations (1)
    See also Working Paper (2014)

2017

  1. Intermediary asset pricing: New evidence from many asset classes
    Journal of Financial Economics, 2017, 126, (1), 1-35 Downloads View citations (11)
    See also Working Paper (2016)
  2. Optimal Long-Term Contracting with Learning
    Review of Financial Studies, 2017, 30, (6), 2006-2065 Downloads View citations (2)
    See also Working Paper (2016)

2016

  1. Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?
    Management Science, 2016, 62, (2), 303-325 Downloads View citations (2)
    See also Working Paper (2012)
  2. Dynamic Debt Maturity
    Review of Financial Studies, 2016, 29, (10), 2677-2736 Downloads View citations (3)
    See also Working Paper (2016)
  3. Inefficient Investment Waves
    Econometrica, 2016, 84, 735-780 Downloads View citations (12)
    See also Working Paper (2016)
  4. Information Acquisition in Rumor-Based Bank Runs
    Journal of Finance, 2016, 71, (3), 1113-1158 Downloads View citations (6)
    See also Working Paper (2012)
  5. What Makes US Government Bonds Safe Assets?
    American Economic Review, 2016, 106, (5), 519-23 Downloads View citations (4)
    See also Working Paper (2016)

2014

  1. A Theory of Debt Maturity: The Long and Short of Debt Overhang
    Journal of Finance, 2014, 69, (2), 719-762 Downloads View citations (38)
    See also Working Paper (2012)
  2. Endogenous Liquidity and Defaultable Bonds
    Econometrica, 2014, 82, (4), 1443-1508 Downloads View citations (29)
    See also Working Paper (2012)
  3. Uncertainty, Risk, and Incentives: Theory and Evidence
    Management Science, 2014, 60, (1), 206-226 Downloads View citations (7)
    See also Working Paper (2013)

2013

  1. Delegated asset management, investment mandates, and capital immobility
    Journal of Financial Economics, 2013, 107, (2), 239-258 Downloads View citations (3)
    See also Working Paper (2008)
  2. Intermediary Asset Pricing
    American Economic Review, 2013, 103, (2), 732-70 Downloads View citations (155)
    See also Working Paper (2010)

2012

  1. Debt Financing in Asset Markets
    American Economic Review, 2012, 102, (3), 88-94 Downloads View citations (3)
    See also Working Paper (2012)
  2. Dynamic Agency and the q Theory of Investment
    Journal of Finance, 2012, 67, (6), 2295-2340 Downloads View citations (55)
    See also Working Paper (2008)
  3. Dynamic Compensation Contracts with Private Savings
    Review of Financial Studies, 2012, 25, (5), 1494-1549 Downloads View citations (17)
  4. Dynamic Debt Runs
    Review of Financial Studies, 2012, 25, (6), 1799-1843 Downloads View citations (54)
    See also Working Paper (2011)
  5. Rollover Risk and Credit Risk
    Journal of Finance, 2012, 67, (2), 391-430 Downloads View citations (84)
    See also Working Paper (2010)

2011

  1. A model of dynamic compensation and capital structure
    Journal of Financial Economics, 2011, 100, (2), 351-366 Downloads View citations (17)

2010

  1. Balance Sheet Adjustments during the 2008 Crisis
    IMF Economic Review, 2010, 58, (1), 118-156 Downloads View citations (59)

2009

  1. Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
    Review of Financial Studies, 2009, 22, (2), 859-892 Downloads View citations (30)
  2. The Sale of Multiple Assets with Private Information
    Review of Financial Studies, 2009, 22, (11), 4787-4820 Downloads View citations (5)
 
Page updated 2019-06-17