Jing-Zhi Huang

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Vychází ze zplnomocnění pro financování

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Marti SubrahmanyamNew York University Stern and NYU ShanghaiE-mailová adresa ověřena na: stern.nyu.edu
Jean HelwegeUC RiversideE-mailová adresa ověřena na: ucr.edu
Zhan ShiPBC School of Finance, Tsinghua UniversityE-mailová adresa ověřena na: pbcsf.tsinghua.edu.cn
Young Ho EomYonsei UniversityE-mailová adresa ověřena na: yonsei.ac.kr
Yuan WangProfessor of Finance, Concordia UniversityE-mailová adresa ověřena na: concordia.ca
Tong YuUniversity of CincinnatiE-mailová adresa ověřena na: uc.edu
Zhijian (James) HuangRochester Institute of TechnologyE-mailová adresa ověřena na: saunders.rit.edu
Viral AcharyaC V Starr Professor of Economics, Department of Finance, New YorkE-mailová adresa ověřena na: stern.nyu.edu
Rangarajan K. SundaramProfessor of Finance, Stern School of Business, New York UniversityE-mailová adresa ověřena na: stern.nyu.edu
Liuren WuWollman Distinguished Professor of Finance, Baruch CollegeE-mailová adresa ověřena na: baruch.cuny.edu
Zhenzhen SunUniversity of Massachusetts DartmouthE-mailová adresa ověřena na: umassd.edu
Deming WuEconomist, Office of the Comptroller of the CurrencyE-mailová adresa ověřena na: occ.treas.gov
Han HongStanford UniversityE-mailová adresa ověřena na: stanford.edu
Hao ZhouTsinghua PBC School of Finance & SUSTech Business SchoolE-mailová adresa ověřena na: pbcsf.tsinghua.edu.cn
Zhaodong (Ken) ZhongRutgers UniversityE-mailová adresa ověřena na: business.rutgers.edu
Olesya V GrishchenkoPrincipal Economist, Federal Reserve BoardE-mailová adresa ověřena na: frb.gov
Tong YaoUniversity of IowaE-mailová adresa ověřena na: uiowa.edu
Marco RossiAssociate Professor of Finance, Texas A&ME-mailová adresa ověřena na: mays.tamu.edu
John C. Liechtypennsylvania state universityE-mailová adresa ověřena na: psu.edu
Yoshio NozawaUniversity of TorontoE-mailová adresa ověřena na: rotman.utoronto.ca

Sledovat

Jing-Zhi Huang

Department of Finance, Smeal College of Business, Penn State University

E-mailová adresa ověřena na: psu.edu - Domovská stránka

Credit risk Fixed-income markets Derivatives markets Mutual funds and Hedge funds Machine learning


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
How much of the corporate-Treasury yield spread is due to credit risk? JZ Huang, M Huang Graduate School of Business, Stanford University working paper, 2003	1769*	2003
How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? JZ Huang, M Huang Review of Asset Pricing Studies 2 (2), 153-202, 2012	1757	2012
How much of the corporate-treasury yield spread is due to credit risk? JZ Huang, M Huang NYU Working Paper No. FIN-02-040, 2002	1757*	2002
Structural models of corporate bond pricing: An empirical analysis YH Eom, J Helwege, JZ Huang The Review of Financial Studies 17 (2), 499-544, 2004	1274	2004
Pricing and hedging American options: a recursive integration method JZ Huang, MG Subrahmanyam, GG Yu Review of Financial Studies 9 (1), 277-300, 1996	455	1996
Specification analysis of option pricing models based on time‐changed Lévy processes JZ Huang, L Wu The Journal of Finance 59 (3), 1405-1439, 2004	378	2004
The Information Content of Basel III Liquidity Risk Measures H Hong, JZ Huang, D Wu Journal of Financial Stability 15, 91-111, 2014	292	2014
Liquidity effects in corporate bond spreads J Helwege, JZ Huang, Y Wang Journal of Banking & Finance 45, 105-116, 2014	190	2014
Predicting bitcoin returns using high-dimensional technical indicators JZ Huang, W Huang, J Ni The Journal of Finance and Data Science 5 (3), 140-155, 2019	187	2019
The Inflation Risk Premium: Evidence from the TIPS Market O Grishchenko, JZ Huang Journal of Fixed Income; 22 (No. 4), 5-30, 2013	184	2013
Explaining credit spread changes: Some new evidence from option-adjusted spreads of bond indices JZ Huang, W Kong Journal of Derivatives 11 (No. 1), 30-44, 2003	159	2003
The valuation of American barrier options using the decomposition technique B Gao, JZ Huang, M Subrahmanyam Journal of Economic Dynamics and Control 24 (11-12), 1783-1827, 2000	127	2000
Time variation in diversification benefits of commodity, REITs, and TIPS JZ Huang, ZK Zhong The Journal of Real Estate Finance and Economics 46 (1), 152-192, 2013	106	2013
When does strategic debt-service matter? V Acharya, JZ Huang, M Subrahmanyam, RK Sundaram Economic Theory 29 (2), 363-378, 2006	96	2006
Specification analysis of structural credit risk models J Huang, H Zhou	77	2008
Liquidity premium in the eye of the beholder: An analysis of the clientele effect in the corporate bond market X Chen, JZ Huang, Z Sun, T Yao, T Yu Management Science 66 (2), 932-957, 2020	73*	2020
Determinants of bond risk premia JZ Huang, Z Shi AFA 2011 Denver Meetings Paper, 2010	57	2010
How much of the corporate-treasury yield spread is due to credit risk? Results from a new calibration approach JZ Huang, M Huang Unpublished working paper, Stanford University, 2002	52	2002
Timing ability of government bond fund managers: Evidence from portfolio holdings JZ Huang, Y Wang Management Science 60 (8), 2091-2109, 2014	49	2014
Specification analysis of structural credit risk models JZ Huang, Z Shi, H Zhou Review of Finance 24 (1), 45-98, 2020	43	2020

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