NBER Working Papers and Publications
| March 2018 | Intermediary Asset Pricing and the Financial Crisis
with Arvind Krishnamurthy: w24415
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| Blockchain Disruption and Smart Contracts
with Lin William Cong: w24399
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| July 2017 | The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes
with Zhuo Chen, Chun Liu: w23598
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| November 2016 | Leverage Dynamics without Commitment
with Peter DeMarzo: w22799
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| May 2016 | A Model of Safe Asset Determination
with Arvind Krishnamurthy, Konstantin Milbradt: w22271
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| February 2016 | What Makes US Government Bonds Safe Assets?
with Arvind Krishnamurthy, Konstantin Milbradt: w22017
Published: Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "What Makes US Government Bonds Safe Assets?," American Economic Review, vol 106(5), pages 519-523.
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| January 2016 | Dynamic Debt Maturity
with Konstantin Milbradt: w21919
Published: Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," Review of Financial Studies, vol 29(10), pages 2677-2736.
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| Intermediary Asset Pricing: New Evidence from Many Asset Classes
with Bryan Kelly, Asaf Manela: w21920
Published: Zhiguo He & Arvind Krishnamurthy, 2013. "Intermediary Asset Pricing," American Economic Review, vol 103(2), pages 732-770.
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| October 2014 | Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
with Hui Chen, Rui Cui, Konstantin Milbradt: w20638
Published: Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018. "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," The Review of Financial Studies, vol 31(3), pages 852-897.
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| February 2014 | A Macroeconomic Framework for Quantifying Systemic Risk
with Arvind Krishnamurthy: w19885
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| November 2012 | Information Acquisition in Rumor Based Bank Runs
with Asaf Manela: w18513
Published: Journal of Finance, Volume 71, Issue 3 June 2016 Pages 1113–1158
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| September 2012 | Endogenous Liquidity and Defaultable Bonds
with Konstantin Milbradt: w18408
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| July 2012 | Inefficient Investment Waves
with Péter Kondor: w18217
Published: Zhiguo He & Péter Kondor, 2016. "Inefficient Investment Waves," Econometrica, Econometric Society, vol. 84, pages 735-780, 03. citation courtesy of 
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| June 2012 | A 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
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| March 2012 | Debt 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
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| Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?
with Gregor Matvos: w17920
Published: Zhiguo He & Gregor Matvos, 2016. "Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?," Management Science, vol 62(2), pages 303-325.
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| April 2010 | Balance 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.
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| January 2010 | Rollover 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
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| November 2009 | Dynamic Debt Runs
with Wei Xiong: w15482
Published: Dynamic Debt Runs, with Wei Xiong, 2012, Review of Financial Studies 25, pp. 1799-1843.
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| December 2008 | Delegated 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
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| 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
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| September 2008 | A 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.
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