NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Zhiguo He

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

October 2014Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
with Hui Chen, Rui Cui, Konstantin Milbradt: w20638
February 2014A Macroeconomic Framework for Quantifying Systemic Risk
with Arvind Krishnamurthy: w19885
November 2012Information Acquisition in Rumor Based Bank Runs
with Asaf Manela: w18513

Forthcoming in Journal of Finance

September 2012Endogenous Liquidity and Defaultable Bonds
with Konstantin Milbradt: w18408
July 2012Inefficient Investment Waves
with Péter Kondor: w18217
June 2012A Theory of Debt Maturity: The Long and Short of Debt Overhang
with Douglas W. Diamond: w18160

Published: Douglas W. Diamond & Zhiguo He, 2014. "A Theory of Debt Maturity: The Long and Short of Debt Overhang," Journal of Finance, American Finance Association, vol. 69(2), pages 719-762, 04. citation courtesy of

March 2012Debt Financing in Asset Markets
with Wei Xiong: w17935

Published: Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," American Economic Review, American Economic Association, vol. 102(3), pages 88-94, May. citation courtesy of

Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?
with Gregor Matvos: w17920
April 2010Balance Sheet Adjustments in the 2008 Crisis
with In Gu Khang, Arvind Krishnamurthy: w15919

Published: Balance Sheet Adjustment in the 2008 Crisis, 2010, with In Gu Khang and Arvind Krishnamurthy, IMF Economic Review 1 , pp. 118 - 156.

January 2010Rollover Risk and Credit Risk
with Wei Xiong: w15653

Published: Zhiguo He & Wei Xiong, 2012. "Rollover Risk and Credit Risk," Journal of Finance, American Finance Association, vol. 67(2), pages 391-430, 04. citation courtesy of

November 2009Dynamic Debt Runs
with Wei Xiong: w15482

Published: Dynamic Debt Runs, with Wei Xiong, 2012, Review of Financial Studies 25, pp. 1799-1843.

December 2008Delegated Asset Management, Investment Mandates, and Capital Immobility
with Wei Xiong: w14574

Published: Journal of Financial Economics Volume 107, Issue 2, February 2013, Pages 239–258 Cover image Delegated asset management, investment mandates, and capital immobility ☆ Zhiguo Hea, b, E-mail the corresponding author, Wei Xiongc, b, Corresponding author contact information, E-mail the corresponding author

Intermediary Asset Pricing
with Arvind Krishnamurthy: w14517

Published: He, Zhiguo, and Arvind Krishnamurthy. 2013. "Intermediary Asset Pricing." American Economic Review, 103(2): 732-70. DOI: 10.1257/aer.103.2.732

September 2008A Model of Capital and Crises
with Arvind Krishnamurthy: w14366

Published: A Model of Capital and Crises, 2012, with Arvind Krishnamurthy, Review of Economic Studies 79(2): pp. 735-777. Presentation Slides.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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