Details about Zhiguo He
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Last updated 2023-03-18. Update your information in the RePEc Author Service.
Short-id: phe657
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Working Papers
2023
- The Stock Connect to China
NBER Working Papers, National Bureau of Economic Research, Inc
2022
- Agency MBS as Safe Assets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- China's Financial System and Economy: A Review
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Intermediation via Credit Chains
NBER Working Papers, National Bureau of Economic Research, Inc
- Investing in Bank Lending Technology: IT Spending in Banking
NBER Working Papers, National Bureau of Economic Research, Inc
- Open Banking: Credit Market Competition When Borrowers Own the Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (10) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2020) View citations (11) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (11)
See also Journal Article in Journal of Financial Economics (2023)
- Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- What Gets Measured Gets Managed: Investment and the Cost of Capital
NBER Working Papers, National Bureau of Economic Research, Inc
- Zoning for Profits: How Public Finance Shapes Land Supply in China
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2021
- An Economic Model of Consensus on Distributed Ledgers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
- Sovereign Debt Ratchets and Welfare Destruction
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2020
- Treasury Inconvenience Yields during the COVID-19 Crisis
Working Papers, Becker Friedman Institute for Research In Economics View citations (34)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (37)
See also Journal Article in Journal of Financial Economics (2022)
- Valuation of Long-Term Property Rights under Political Uncertainty
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Working Papers, Becker Friedman Institute for Research In Economics (2020)
2019
- Chinese Bond Market and Interbank Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
- Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Review of Financial Studies (2022)
- Decentralized Mining in Centralized Pools
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
See also Journal Article in Review of Financial Studies (2021)
- Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
2018
- Blockchain Disruption and Smart Contracts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
See also Journal Article in Review of Financial Studies (2019)
- Intermediary Asset Pricing and the Financial Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
See also Journal Article in Annual Review of Financial Economics (2018)
- Leverage-Induced Fire Sales and Stock Market Crashes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
- 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 View citations (7)
2017
- The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
See also Journal Article in Journal of Financial Economics (2020)
2016
- A Model of Safe Asset Determination
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
See also Journal Article in American Economic Review (2019)
- Dynamic Debt Maturity
NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
See also Journal Article in Review of Financial Studies (2016)
- Inefficient investment waves
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (28)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (7)
See also Journal Article in Econometrica (2016)
- Intermediary Asset Pricing: New Evidence from Many Asset Classes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
See also Journal Article in Journal of Financial Economics (2017)
- Leverage Dynamics without Commitment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
See also Journal Article in Journal of Finance (2021)
- Optimal Long-Term Contracting with Learning
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
See also Journal Article in Review of Financial Studies (2017)
- What Makes US Government Bonds Safe Assets?
Research Papers, Stanford University, Graduate School of Business View citations (20)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (20)
See also Journal Article in American Economic Review (2016)
2015
- A Macroeconomic Framework for Quantifying Systemic Risk
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
Also in Research Papers, Stanford University, Graduate School of Business (2015) View citations (6) Working Paper Research, National Bank of Belgium (2012) View citations (45) NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (62) 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (7)
See also Journal Article in American Economic Journal: Macroeconomics (2019)
- A Model of the Reserve Asset
Research Papers, Stanford University, Graduate School of Business View citations (11)
2014
- Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article in Review of Financial Studies (2018)
2013
- Uncertainty, risk, and incentives: theory and evidence
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
See also Journal Article in Management Science (2014)
2012
- A Theory of Debt Maturity: The Long and Short of Debt Overhang
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
See also Journal Article in Journal of Finance (2014)
- Debt Financing in Asset Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
See also Journal Article in American Economic Review (2012)
- Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Management Science (2016)
- Endogenous Liquidity and Defaultable Bonds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
See also Journal Article in Econometrica (2014)
- Information Acquisition in Rumor Based Bank Runs
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
See also Journal Article in Journal of Finance (2016)
2011
- Dynamic Debt Runs
2011 Meeting Papers, Society for Economic Dynamics View citations (17)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (23)
See also Journal Article in Review of Financial Studies (2012)
2010
- Balance Sheet Adjustments in the 2008 Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
- Financing Speculative Booms
Levine's Working Paper Archive, David K. Levine View citations (2)
- Intermediary Asset Pricing
2010 Meeting Papers, Society for Economic Dynamics View citations (24)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (21)
See also Journal Article in American Economic Review (2013)
- Rollover Risk and Credit Risk
2010 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (4)
See also Journal Article in Journal of Finance (2012)
2009
- A Model of Capital and Crises
2009 Meeting Papers, Society for Economic Dynamics View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (35)
2008
- Delegated Asset Management, Investment Mandates, and Capital Immobility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Journal of Financial Economics (2013)
- Dynamic agency and the q theory of investment
2008 Meeting Papers, Society for Economic Dynamics View citations (31)
See also Journal Article in Journal of Finance (2012)
Journal Articles
2023
- Open banking: Credit market competition when borrowers own the data
Journal of Financial Economics, 2023, 147, (2), 449-474 View citations (4)
See also Working Paper (2022)
2022
- Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Review of Financial Studies, 2022, 35, (10), 4630-4673 View citations (4)
See also Working Paper (2019)
- Introduction: Special Issue on China I
Review of Finance, 2022, 26, (3), 445-447
- Treasury inconvenience yields during the COVID-19 crisis
Journal of Financial Economics, 2022, 143, (1), 57-79 View citations (22)
See also Working Paper (2020)
2021
- Decentralized Mining in Centralized Pools
(Concentrating on the fall of the labor share)
Review of Financial Studies, 2021, 34, (3), 1191-1235 View citations (26)
See also Working Paper (2019)
- Leverage Dynamics without Commitment
Journal of Finance, 2021, 76, (3), 1195-1250 View citations (20)
See also Working Paper (2016)
2020
- The financing of local government in China: Stimulus loan wanes and shadow banking waxes
Journal of Financial Economics, 2020, 137, (1), 42-71 View citations (89)
See also Working Paper (2017)
2019
- A Macroeconomic Framework for Quantifying Systemic Risk
American Economic Journal: Macroeconomics, 2019, 11, (4), 1-37 View citations (56)
See also Working Paper (2015)
- A Model of Safe Asset Determination
American Economic Review, 2019, 109, (4), 1230-62 View citations (46)
See also Working Paper (2016)
- Blockchain Disruption and Smart Contracts
Review of Financial Studies, 2019, 32, (5), 1754-1797 View citations (152)
See also Working Paper (2018)
2018
- Intermediary Asset Pricing and the Financial Crisis
Annual Review of Financial Economics, 2018, 10, (1), 173-197 View citations (39)
See also Working Paper (2018)
- Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
Review of Financial Studies, 2018, 31, (3), 852-897 View citations (35)
See also Working Paper (2014)
2017
- Intermediary asset pricing: New evidence from many asset classes
Journal of Financial Economics, 2017, 126, (1), 1-35 View citations (210)
See also Working Paper (2016)
- Optimal Long-Term Contracting with Learning
Review of Financial Studies, 2017, 30, (6), 2006-2065 View citations (20)
See also Working Paper (2016)
2016
- Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?
Management Science, 2016, 62, (2), 303-325 View citations (5)
See also Working Paper (2012)
- Dynamic Debt Maturity
Review of Financial Studies, 2016, 29, (10), 2677-2736 View citations (30)
See also Working Paper (2016)
- Inefficient Investment Waves
Econometrica, 2016, 84, 735-780 View citations (24)
See also Working Paper (2016)
- Information Acquisition in Rumor‐Based Bank Runs
Journal of Finance, 2016, 71, (3), 1113-1158 View citations (22)
See also Working Paper (2012)
- What Makes US Government Bonds Safe Assets?
American Economic Review, 2016, 106, (5), 519-23 View citations (20)
See also Working Paper (2016)
2014
- A Theory of Debt Maturity: The Long and Short of Debt Overhang
Journal of Finance, 2014, 69, (2), 719-762 View citations (120)
See also Working Paper (2012)
- Endogenous Liquidity and Defaultable Bonds
Econometrica, 2014, 82, (4), 1443-1508 View citations (96)
See also Working Paper (2012)
- Uncertainty, Risk, and Incentives: Theory and Evidence
Management Science, 2014, 60, (1), 206-226 View citations (12)
See also Working Paper (2013)
2013
- Delegated asset management, investment mandates, and capital immobility
Journal of Financial Economics, 2013, 107, (2), 239-258 View citations (15)
See also Working Paper (2008)
- Intermediary Asset Pricing
American Economic Review, 2013, 103, (2), 732-70 View citations (483)
See also Working Paper (2010)
2012
- Debt Financing in Asset Markets
American Economic Review, 2012, 102, (3), 88-94 View citations (7)
See also Working Paper (2012)
- Dynamic Agency and the q Theory of Investment
Journal of Finance, 2012, 67, (6), 2295-2340 View citations (128)
See also Working Paper (2008)
- Dynamic Compensation Contracts with Private Savings
Review of Financial Studies, 2012, 25, (5), 1494-1549 View citations (34)
- Dynamic Debt Runs
Review of Financial Studies, 2012, 25, (6), 1799-1843 View citations (126)
See also Working Paper (2011)
- Rollover Risk and Credit Risk
Journal of Finance, 2012, 67, (2), 391-430 View citations (200)
See also Working Paper (2010)
2011
- A model of dynamic compensation and capital structure
Journal of Financial Economics, 2011, 100, (2), 351-366 View citations (43)
2010
- Balance Sheet Adjustments during the 2008 Crisis
IMF Economic Review, 2010, 58, (1), 118-156 View citations (98)
2009
- Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
Review of Financial Studies, 2009, 22, (2), 859-892 View citations (53)
- The Sale of Multiple Assets with Private Information
Review of Financial Studies, 2009, 22, (11), 4787-4820 View citations (9)
Edited books
2021
- Impact of COVID-19 on Asian Economies and Policy Responses
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
Chapters
2021
- Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak
Chapter 9 in Impact of COVID-19 on Asian Economies and Policy Responses, 2021, pp 55-63
- Economic Effects of Lockdown in China
Chapter 1 in Impact of COVID-19 on Asian Economies and Policy Responses, 2021, pp 3-10 View citations (3)
Editor
- The Review of Asset Pricing Studies
Oxford University Press
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