| Determinants of bond risk premia J Huang, Z Shi AFA Denver Meetings Paper, 2011 | 55 | 2011 |
| Specification analysis of structural credit risk models JZ Huang, Z Shi, H Zhou Review of Finance 24 (1), 45-98, 2020 | 37 | 2020 |
| What do we know about corporate bond returns? JZ Huang, Z Shi Annual Review of Financial Economics 13, 363-399, 2021 | 16 | 2021 |
| The global credit spread puzzle JZ Huang, Y Nozawa, Z Shi PBCSF-NIFR Research Paper, 2022 | 15 | 2022 |
| Time-varying ambiguity, credit spreads, and the levered equity premium Z Shi Journal of Financial Economics 134 (3), 617-646, 2019 | 12 | 2019 |
| Machine-learning-based return predictors and the spanning controversy in macro-finance JZ Huang, Z Shi Management Science 69 (3), 1780-1804, 2023 | 11 | 2023 |
| Determinants of short-term corporate yield spreads: Evidence from the commercial paper market JZ Huang, B Liu, Z Shi Review of Finance 27 (2), 539-579, 2023 | 8 | 2023 |
| Understanding term premia on real bonds JZ Huang, Z Shi Manuscript, Penn State University, 2012 | 8 | 2012 |
| Time-varying ambiguity and asset pricing puzzles Z Shi Working paper, Ohio State University, 2014 | 7 | 2014 |
| A revisit to the equity-credit market integration anomaly JZ Huang, Z Shi Unpublished working paper, 2013 | 4 | 2013 |
| 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 | 3 | 2016 |
| Model selection for high-dimensional problems JZ Huang, Z Shi, W Zhong Handbook of Financial Econometrics and Statistics 4, 2093-2118, 2015 | 3 | 2015 |
| Corporate Basis and Demand for US Dollar Assets GX Hu, Z Shi, G Viswanath-Natraj, J Wang Corporate Basis and Demand for US Dollar Assets: Hu, Grace Xing| uShi, Zhan …, 2023 | 1 | 2023 |
| Corporate Basis and the International Role of The US Dollar Z Shi, G Viswanath-Natraj, J Wang WBS Finance Group Research Paper, 2022 | 1 | 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 | | |
