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Jing-Zhi Huang
Jing-Zhi Huang
Department of Finance, Smeal College of Business, Penn State University
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
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
1619*2003
How much of the corporate-treasury yield spread is due to credit risk?
JZ Huang, M Huang
The Review of Asset Pricing Studies 2 (2), 153-202, 2012
16092012
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
1609*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
11882004
Pricing and hedging American options: a recursive integration method
JZ Huang, MG Subrahmanyam, GG Yu
Review of Financial Studies 9 (1), 277-300, 1996
4371996
Specification analysis of option pricing models based on time‐changed LÚvy processes
JZ Huang, L Wu
The Journal of Finance 59 (3), 1405-1439, 2004
3482004
The Information Content of Basel III Liquidity Risk Measures
H Hong, JZ Huang, D Wu
Journal of Financial Stability 15, 91-111, 2014
2402014
The Inflation Risk Premium: Evidence from the TIPS Market
O Grishchenko, JZ Huang
Journal of Fixed Income; 22 (No. 4), 5-30, 2013
1592013
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
154*2003
Liquidity effects in corporate bond spreads
J Helwege, JZ Huang, Y Wang
Journal of Banking & Finance 45, 105-116, 2014
1312014
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
1172000
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
1002019
When does strategic debt-service matter?
V Acharya, JZ Huang, M Subrahmanyam, RK Sundaram
Economic Theory 29 (2), 363-378, 2006
912006
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
892013
Specification analysis of structural credit risk models
J Huang, H Zhou
AFA 2009 San Francisco Meetings Paper, 2008
732008
Determinants of bond risk premia
JZ Huang, Z Shi
AFA 2011 Denver Meetings Paper, 2010
512010
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
512002
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
46*2020
Timing ability of government bond fund managers: Evidence from portfolio holdings
JZ Huang, Y Wang
Management Science 60 (8), 2091-2109, 2014
372014
Macroeconomic news announcements and corporate bond credit spreads
JZ Huang, W Kong
AFA 2009 San Francisco Meetings Paper; Available at SSRN 693341, 2005
332005
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