Guihai Zhao
Personal Details
First Name: | Guihai |
Middle Name: | |
Last Name: | Zhao |
Suffix: | |
RePEc Short-ID: | pzh872 |
[This author has chosen not to make the email address public] | |
http://blogs.bu.edu/maxzhao/ | |
Affiliation
Bank of Canada
Ottawa, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Ming Zeng & Guihai Zhao, 2022. "Expectation-Driven Term Structure of Equity and Bond Yields," Staff Working Papers 22-21, Bank of Canada.
- Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
- Guihai Zhao, 2018.
"Ambiguity, Nominal Bond Yields and Real Bond Yields,"
Staff Working Papers
18-24, Bank of Canada.
- Guihai Zhao, 2020. "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
Articles
- Guihai Zhao, 2020.
"Ambiguity, Nominal Bond Yields, and Real Bond Yields,"
American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
- Guihai Zhao, 2018. "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers 18-24, Bank of Canada.
- Zhao, Guihai, 2017. "Confidence, bond risks, and equity returns," Journal of Financial Economics, Elsevier, vol. 126(3), pages 668-688.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Guihai Zhao, 2018.
"Ambiguity, Nominal Bond Yields and Real Bond Yields,"
Staff Working Papers
18-24, Bank of Canada.
- Guihai Zhao, 2020. "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
Cited by:
- Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021.
"Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective,"
Working papers
844, Banque de France.
- Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024. "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
- Joseph G. Haubrich, 2020.
"Does the Yield Curve Predict Output?,"
Working Papers
20-34, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2021. "Does the Yield Curve Predict Output?," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 341-362, November.
- Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Ming Zeng & Guihai Zhao, 2022. "Expectation-Driven Term Structure of Equity and Bond Yields," Staff Working Papers 22-21, Bank of Canada.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Qiang Chen & Yu Han & Ying Huang, 2024. "Market‐wide overconfidence and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 3-26, January.
Articles
- Guihai Zhao, 2020.
"Ambiguity, Nominal Bond Yields, and Real Bond Yields,"
American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
See citations under working paper version above.
- Guihai Zhao, 2018. "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers 18-24, Bank of Canada.
- Zhao, Guihai, 2017.
"Confidence, bond risks, and equity returns,"
Journal of Financial Economics, Elsevier, vol. 126(3), pages 668-688.
Cited by:
- Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
- Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
- Guihai Zhao, 2020.
"Ambiguity, Nominal Bond Yields, and Real Bond Yields,"
American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
- Guihai Zhao, 2018. "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers 18-24, Bank of Canada.
- Robert A. Connolly & Chris Stivers & Licheng Sun, 2022. "Stock returns and inflation shocks in weaker economic times," Financial Management, Financial Management Association International, vol. 51(3), pages 827-867, September.
- Ming Zeng & Guihai Zhao, 2022. "Expectation-Driven Term Structure of Equity and Bond Yields," Staff Working Papers 22-21, Bank of Canada.
- Johnson Kakeu, 2023. "Concerns for Long-Run Risks and Natural Resource Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 1051-1093, April.
- Qiang Chen & Yu Han & Ying Huang, 2024. "Market‐wide overconfidence and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 3-26, January.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (3) 2018-06-25 2020-04-20 2022-06-20. Author is listed
- NEP-FMK: Financial Markets (2) 2020-04-20 2022-06-20. Author is listed
- NEP-FDG: Financial Development and Growth (1) 2022-06-20. Author is listed
Corrections
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