Haibin Zhu

Finance · with Huang · 2004–2012

A researcher in the Science corpus: 9 papers; trusts 43 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

Whom Haibin Zhu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lars Norden
  2. C. Borio
  3. Francis A. Longstaff
  4. Tim Bollerslev
  5. Boris Hofmann
  6. Daniel B. Nelson
  7. Markus K. Brunnermeier
  8. John C. Hull
  9. V. Acharya
  10. Roberto Blanco Escolar

Who trusts Haibin Zhu overall

  1. Hélène Rey
  2. Xin Huang
  3. Ignazio Angeloni
  4. E. Davis
  5. Pejman Abedifar
  6. Ji (George) Wu
  7. J. Chan-Lau
  8. C. Borio
  9. M. Feroli
  10. S. Varotto

Papers from Haibin Zhu's perspective

Ordered by how strongly the researchers Haibin Zhu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  2. Generalized autoregressive conditional heteroskedasticity
  3. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  4. Deciphering the Liquidity and Credit Crunch 2007-08
  5. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  6. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  7. Procyclicality of the financial system and financial stability: issues and policy options
  8. Common Failings: How Corporate Defaults are Correlated
  9. MODELING AND FORECASTING REALIZED VOLATILITY
  10. Multi-Period Corporate Default Prediction With Stochastic Covariates

Their papers