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Zhan Shi
Zhan Shi
PBC School of Finance, Tsinghua University
Verified email at pbcsf.tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
Determinants of bond risk premia
J Huang, Z Shi
Unpublished Manuscript, Pennsylvania State University, 2011
512011
Specification analysis of structural credit risk models
JZ Huang, Z Shi, H Zhou
Review of Finance 24 (1), 45-98, 2020
272020
Time-varying ambiguity, credit spreads, and the levered equity premium
Z Shi
Journal of Financial Economics 134 (3), 617-646, 2019
112019
The global credit spread puzzle
JZ Huang, Y Nozawa, Z Shi
PBCSF-NIFR Research Paper, 2022
82022
Understanding term premia on real bonds
JZ Huang, Z Shi
Manuscript, Penn State University, 2012
72012
Determinants of short-term corporate yield spreads: Evidence from the commercial paper market
JZ Huang, B Liu, Z Shi
PBCSF-NIFR Research Paper, 2020
62020
Time-varying ambiguity and asset pricing puzzles
Z Shi
Working paper, Ohio State University, 2014
62014
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
JZ Huang, Z Shi
Management Science, 2022
52022
What do we know about corporate bond returns?
JZ Huang, Z Shi
Annual Review of Financial Economics 13, 363-399, 2021
52021
Hedging interest rate risk using a structural model of credit risk
JZ Huang, Z Shi
Work. Pap., Pa. State Univ., University Park. http://www. cicfconf. org …, 2016
32016
Model selection for high-dimensional problems
JZ Huang, Z Shi, W Zhong
Handbook of Financial Econometrics and Statistics, 2093-2118, 2015
32015
A revisit to the equity-credit market integration anomaly
JZ Huang, Z Shi
Working Paper, Penn State and Ohio State, 2013
32013
Corporate Basis and the International Role of The US Dollar
Z Shi, G Viswanath-Natraj, J Wang
WBS Finance Group Research Paper, 2022
2022
Can structural credit risk models hedge interest rate risk in corporate bonds?
JZ Huang, Z Shi
Available at SSRN 2730829, 2020
2020
Internet Appendix to “Time-Varying Ambiguity, Credit Spreads, and the Levered Equity Premium”
Z Shi, T PBCSF
2018
Hedging Performance of Structural Credit Risk Models
JZ Huang, Z Shi
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Articles 1–16