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Morten Spange and Pawel

  Zabczyk Sterling implications of a US current account reversal (Bank of England Working papers 296, 2006)Abstract
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Michael J. Dueker,

  Zacharias Psaradakis, Martin Sola, and Fabio SpagnoloMultivariate Contemporaneous Threshold Autoregressive Models (St Louis Fed Working Papers 2007-019, May 2007)Full text

Filippo Altissimo, Benoît Mojon, Paolo

  Zaffaroni Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation? (Chicago Fed Working papers WP-2007-02, Mar 2007)Abstract
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Fabrizio Spargoli – Paolo

  Zagaglia The co-movements along the forward curve of natural gas futures: a structural view (Bank of Finland Discussion Papers 2008/26, 15 Oct 2008)Abstract
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Massimiliano Marzo – Silvia Romagnoli – Paolo   Zagaglia A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions (Bank of Finland Discussion Papers 2008/25, 14 Oct 2008)Abstract
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Massimiliano Marzo – Paolo   Zagaglia Determinacy of interest rate rules with bond transaction services in a cashless economy (Bank of Finland Discussion Papers 2008/24, 13 Oct 2008)Abstract
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Paolo   Zagaglia Money-market segmentation in the euro area: what has changed during the turmoil? (Bank of Finland Discussion Papers 2008/23, 10 Oct 2008)Abstract
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Barbara Roffia and Andrea

  Zaghini Excess money growth and inflation dynamics (European Central Bank Working papers 749, May 2007)Full text

Alessandro Calza and Andrea   Zaghini Non-linear dynamics in the euro area demand for M1 (European Central Bank Working papers 592, Feb 2006)Full text

Bjřrn-Roger Wilhelmsen and Andrea   Zaghini Monetary policy predictability in the euro area: an international comparison (European Central Bank Working papers 504, Jul 2005)Full text

Joăo Sousa and Andrea   Zaghini Monetary policy shocks in the euro area and global liquidity spillovers (European Central Bank Working papers 309, Feb 2004)Full text

Andrea   Zaghini Trade advantages and specialisation dynamics in acceding countries (European Central Bank Working papers No.249, Aug 2003)Full text

Bjřrn-Roger Wilhelmsen and Andrea   Zaghini Monetary policy predictability in the euro area: An international comparison (Central Bank of Norway Working Papers 2005/07, Sep 2005)Full text

Andrew T. Levin, Fabio M. Natalucci, and Egon

  Zakrajsek The Magnitude and Cyclical Behavior of Financial Market Frictions (Federal Reserve Board FEDS series 2004-70, Dec 2004)Abstract
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Jonathan McCarthy and Egon   Zakrajsek Inventory Dynamics and Business Cycles: What Has Changed? (Federal Reserve Board FEDS series 2003-26, Jul 2003)Abstract
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Jonathan McCarthy and Egon

  Zakrajšek Inventory Dynamics and Business Cycles: What Has Changed? (New York Fed Staff reports 156, Dec 2002)Abstract
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Andrew P Blake and Fabrizio

  Zampolli Optimal monetary policy in Markov-switching models with rational expectations agents (Bank of England Working papers 298, 2006)Abstract
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Fabrizio   Zampolli Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics (Bank of England Working papers 297, 2006)Abstract
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Kirill Sosunov, Oleg

  Zamulin The inflationary consequences of real exchange rate targeting via accumulation of reserves (Bank of Finland BOFIT Discussion Papers 2006/11, 31 Oct 2006)Abstract
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Carlos Thomas and Francesco

  Zanetti Labor market reform and price stability: an application to the Euro Area (673 KB) (Bank of Spain Working Papers 0818, Sep 2008)Abstract
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Francesco   Zanetti Labour market institutions and aggregate fluctuations in a search and matching model (Bank of England Working papers 333, Oct 2007)Abstract
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Federico S. Mandelman and Francesco   Zanetti Technology Shocks, Employment, and Labor Market Frictions (Atlanta Fed Working papers 2008-10, Feb 2008)Abstract
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Luis-Felipe

  Zanna PPP Rules, Macroeconomic Instability and Learning (Federal Reserve Board International Financial Discussion Papers 2006-814, Oct 2006)Abstract
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Marco Airaudo; Luis-Felipe   Zanna Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies (Federal Reserve Board International Financial Discussion Papers 2005-849, Dec 2005)Abstract
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Luis-Felipe   Zanna Fighting Against Currency Depreciation, Macroeconomic Instability, and Sudden Stops (Federal Reserve Board International Financial Discussion Papers 2005-848, Dec 2005)Abstract
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Luis-Felipe   Zanna PPP Rules, Macroeconomic (In)stability and Learning (Federal Reserve Board International Financial Discussion Papers 2004-814, Sep 2004)Abstract
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Luis-Felipe   Zanna Interest Rate Rules and Multiple Equilibria in the Small Open Economy (Federal Reserve Board International Financial Discussion Papers 2003-785, Dec 2003)Abstract
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Carlos E. J. M.

  Zarazaga Argentina's Unimpressive Recovery: Insights from a Real Business Cycle Approach (Dallas Fed Working Papers wp0606, Dec 2006)Full text

Carlos E. J. M.   Zarazaga Emerging Market Crises, Phoenix Miracles, and Garden-Variety-Type Recoveries (Dallas Fed Working Papers wp0605, Dec 2006)Full text

Pia M. Orrenius and Madeline

  Zavodny What Are the Consequences of an Amnesty for Undocumented Immigrants? (Atlanta Fed Working papers 2004-10, May 2004)Abstract
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Hiroshi Ono and Madeline   Zavodny Gender Differences in Information Technology Usage: A U.S.-Japan Comparison (Atlanta Fed Working papers 2004-02, Jan 2004)Abstract
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Madeline   Zavodny Race, Wages, and Assimilation among Cuban Immigrants (Atlanta Fed Working papers 2003-10, Jul 2003)Abstract
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Pia M. Orrenius and Madeline   Zavodny Does Immigration Affect Wages? A Look at Occupation-Level Evidence (Atlanta Fed Working papers 2003-2, Jan 2003)Abstract
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Hiroshi Ono and Madeline   Zavodny Gender and the Internet (Atlanta Fed Working papers 2002-10, Jun 2002)Abstract
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Marianne P. Bitler, Jonah B. Gelbach, Hilary W. Hoynes, and Madeline   Zavodny The Impact of Welfare Reform on Marriage and Divorce (Atlanta Fed Working papers 2002-9, Jun 2002)Abstract
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Hiroshi Ono and Madeline   Zavodny Race, Internet Usage, and E-Commerce (Atlanta Fed Working papers 2002-1, Jan 2002)Abstract
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Pia M. Orrenius and Madeline   Zavodny Do Amnesty Programs Encourage Illegal Immigration? Evidence from the Immigration Reform and Control Act (IRCA) (Atlanta Fed Working papers 2001-19, Nov 2001)Abstract
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Daniel Rodriguez and Madeline   Zavodny Family Structure and Sex Differences in Postdisplacement Outcomes (Atlanta Fed Working papers 2001-14, Jul 2001)Abstract
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Pia M. Orrenius and Madeline   Zavodny Self-Selection among Undocumented Immigrants from Mexico (Atlanta Fed Working papers 2001-1, Feb 2001)Abstract
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Pia M. Orrenius and Madeline   Zavodny The Minimum Wage and Latino Workers (Dallas Fed Working Papers wp0708, Oct 2007)Full text

Pia M. Orrenius and Madeline   Zavodny Did 9/11 Worsen the Job Prospects of Hispanic Immigrants? (Dallas Fed Working Papers wp0508, Sep 2005)Full text

Pia M. Orrenius and Madeline   Zavodny Does Immigration Affect Wages? A Look at Occupation-Level Evidence (Dallas Fed Working Papers wp0302, 2003)Full text

Madeline   Zavodny and Donna K. GintherDoes the Beige Book Move Financial Markets? (Atlanta Fed Working papers 2003-3, Jan 2003)Abstract
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Iftekhar Hasan - Cristiano

  Zazzara Pricing risky bank loans in the new Basel II environment (Bank of Finland Discussion Papers 2006/03, 31 Jan 2006)Abstract
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  Zbigniew Polanski and Adalbert WinklerRussia, EU enlargement and the euro (European Central Bank Occasional papers 93, Aug 2008)Full text

Luboš Komárek,

  Zdenek Cech, Roman HorváthERM II Membership - the View of the Accession Countries (Czech National Bank Working papers 2003/11, Dec 2003)Abstract
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Luboš Komárek,   Zdenek Cech, Roman HorváthOptimum currency area indices - how close is the Czech Republic to the eurozone? (Czech National Bank Working papers 2003/10, Dec 2003)Abstract
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Alois Stutzer, Lorenz Goette, and Michael

  Zehnder Active Decisions and Pro-Social Behavior (Boston Fed Working papers 07-13, Nov 2007)Abstract
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Roger E.A. Farmer, Daniel F. Waggoner, and Tao

  Zha Minimal State Variable Solutions to Markov-Switching Rational Expectations Models (Atlanta Fed Working papers 2008-23, Oct 2008)Abstract
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Kevin X.D. Huang, Zheng Liu, and Tao   Zha Learning, Adaptive Expectations, and Technology Shocks (Atlanta Fed Working papers 2008-20, Sep 2008)Abstract
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Roger E.A. Farmer, Daniel F. Waggoner, and Tao   Zha Generalizing the Taylor Principle: Comment (Atlanta Fed Working papers 2008-19, Sep 2008)Abstract
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Juan F. Rubio-Ramírez, Daniel F.Waggoner, and Tao   Zha Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (Atlanta Fed Working papers 2008-18, Sep 2008)Abstract
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Zheng Liu, Daniel F. Waggoner, and Tao   Zha Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Atlanta Fed Working papers 2007-23, Oct 2007)Abstract
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Roger E.A. Farmer, Daniel F. Waggoner, and Tao   Zha Understanding the New Keynesian Model When Monetary Policy Switches Regimes (Atlanta Fed Working papers 2007-12, Jul 2007)Abstract
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Christopher A. Sims, Daniel F. Waggoner, and Tao   Zha Methods for Inference in Large Multiple-Equation Markov-Switching Models (Atlanta Fed Working papers 2006-22, Nov 2006)Abstract
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Thomas Sargent, Noah Williams, and Tao   Zha The Conquest of South American Inflation (Atlanta Fed Working papers 2006-20, Nov 2006)Abstract
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Roger E.A. Farmer, Daniel F. Waggoner, and Tao   Zha Indeterminacy in a Forward-Looking Regime-Switching Model (Atlanta Fed Working papers 2006-19, Nov 2006)Abstract
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Andrew Bauer, Robert A. Eisenbeis, Daniel F. Waggoner, and Tao   Zha Transparency, Expectations, and Forecasts (Atlanta Fed Working papers 2006-03, Apr 2006)Abstract
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Juan Francisco Rubio-Ramírez, Daniel Waggoner, and Tao   Zha Markov-Switching Structural Vector Autoregressions: Theory and Application (Atlanta Fed Working papers 2005-27, Dec 2005)Abstract
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Thomas Sargent, Noah Williams, and Tao   Zha Shocks and Government Beliefs: The Rise and Fall of American Inflation (Atlanta Fed Working papers 2004-22, Sep 2004)Abstract
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Christopher A. Sims and Tao   Zha MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note (Atlanta Fed Working papers 2004-15, Jun 2004)Abstract
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Christopher A. Sims and Tao   Zha Were There Regime Switches in U.S. Monetary Policy? (Atlanta Fed Working papers 2004-14, Jun 2004)Abstract
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James D. Hamilton, Daniel F. Waggoner, and Tao   Zha Normalization in Econometrics (Atlanta Fed Working papers 2004-13, Jun 2004)Abstract
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Eric M. Leeper and Tao   Zha Modest Policy Interventions (Atlanta Fed Working papers 2003-24, Oct 2003)Abstract
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Eric M. Leeper and Tao   Zha Modest Policy Interventions (Atlanta Fed Working papers 2002-19, Nov 2002)Abstract
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Robert Eisenbeis, Daniel Waggoner, and Tao   Zha Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach (Atlanta Fed Working papers 2002-8a, Jul 2002)Abstract
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Zheng Liu, Daniel F. Waggoner, and Tao   Zha Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Minneapolis Fed Working Papers WP653, Jul 2007)Abstract
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Liu, Waggoner,   Zha Asymmetric Expectation Effects of Regime Shifts in Monetary Policy (San Francisco Fed Working Papers 2008-22, Sep 2008)Full text

Huang, Liu,   Zha Learning, Adaptive Expectations, and Technology Shocks (San Francisco Fed Working Papers 2008-18, Aug 2008)Full text

Ali Dib, Caterina Mendicino, and Yahong

  Zhang Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis (Bank of Canada Working papers 2008-40, Oct 2008)Abstract
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Francisco Covas and Yahong   Zhang Price-Level versus Inflation Targeting with Financial Market Imperfections (Bank of Canada Working papers 2008-26, Aug 2008)Abstract
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Yacine Ait-Sahalia, Per A. Mykland, Lan   Zhang Ultra high frequency volatility estimation with dependent microstructure noise (Deutsche Bundesbank Discussion Papers 200530, 12 Sep 2005)Full text

Dong He and Wenlang   Zhang How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led? (Hong Kong Monetary Authority Working Papers WP08_14, Oct 2008)Abstract
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Li-gang Liu and Wenlang   Zhang A New Keynesian Model for Analysing Monetary Policy in Mainland China (Hong Kong Monetary Authority Working Papers WP07_18, Nov 2007)Abstract
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Liuren Wu and Frank Xiaoling   Zhang A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure (Federal Reserve Board FEDS series 2005-59, Dec 2005)Abstract
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Junbo Wang, Chunchi Wu, and Frank   Zhang Liquidity, Default, Taxes and Yields on Municipal Bonds (Federal Reserve Board FEDS series 2005-35, Aug 2005)Abstract
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Thomas D. Tallarini, Jr. and Harold H.   Zhang External Habit and the Cyclicality of Expected Stock Returns (Federal Reserve Board FEDS series 2005-27, May 2005)Abstract
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Frank X.   Zhang What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data (Federal Reserve Board FEDS series 2003-25, Jul 2003)Abstract
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Chris Downing and Frank   Zhang Trading Activity and Price Volatility in the Municipal Bond Market (Federal Reserve Board FEDS series 2002-39, Sep 2002)Abstract
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Zhenyu Wang and Xiaoyan   Zhang Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent Claims (New York Fed Staff reports 265, Oct 2006)Abstract
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Asani Sarkar and Lingjia   Zhang Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries (New York Fed Staff reports 181, Apr 2004)Abstract
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Lucy F. Ackert, Bryan K. Church, James Tompkins, and Ping   Zhang What's in a Name? An Experimental Examination of Investment Behavior (Atlanta Fed Working papers 2003-12, Sep 2003)Abstract
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Lucy F. Ackert, Bryan K. Church, and Ping   Zhang Asset Prices and Informed Traders' Abilities: Evidence from Experimental Asset Markets (Atlanta Fed Working papers 2002-26, Dec 2002)Abstract
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Sainan Jin, Yukako Ono, Qinghua   Zhang Demand Volatility and the Lag between the Growth of Temporary and Permanent Employment (Chicago Fed Working papers WP-2007-19, Jan 2007)Abstract
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Yuzhe   Zhang Dynamic Contracting, Persistent Shocks and Optimal Taxation (Minneapolis Fed Working Papers WP640, Oct 2005)Abstract
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Yuzhe   Zhang Stochastic Optimal Growth with a Non-Compact State Space (Minneapolis Fed Working Papers WP639, Oct 2005)Abstract
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Long Chen, Hui Guo, and Lu   Zhang Equity Market Volatility and Expected Risk Premium (St Louis Fed Working Papers 2006-007, Jan 2006)Full text

Dong He, Wenlang   Zhang and Jimmy ShekHow Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data (Hong Kong Monetary Authority Working Papers RM2006-19, 08 Dec 2006)Full text

  Zhang XiaoyanChina's Urban Commercial Banks: Recent Development and Profitability Analysis (Chinese version with English abstract) (Hong Kong Monetary Authority China Economic Issues 200702, 11 Jul 2007)Full text

Li-gang Liu, Wenlang   Zhang, and Jimmy ShekA Real Activity Index for Mainland China (Hong Kong Monetary Authority Working Papers WP07_07, May 2007)Abstract
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Benjamin Yibin   Zhang, Hao Zhou and Haibin ZhuExplaining credit default swap spreads with equity volatility and jump risks of individual firms (Bank for International Settlements Working papers 181, Sep 2005)Abstract
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Benjamin Yibin   Zhang, Hao Zhou, and Haibin ZhuExplaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (Federal Reserve Board FEDS series 2005-63, Dec 2005)Abstract
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  Zhang, ZhiweiCorporate Bond Spreads and the Business Cycle (Bank of Canada Working papers 2002-15, Jun 2002)Abstract
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Katharine Bradbury and Bo

  Zhao Measuring Disparities in Non-School Costs and Revenue Capacity among Massachusetts Cities and Towns (Boston Fed Working papers 06-19, Apr 2006)Abstract
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Bo   Zhao and Katharine BradburyDesigning State Aid Formulas: The Case of a New Formula for Distributing Municipal Aid in Massachusetts (Boston Fed Working papers 08-01, May 2008)Abstract
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  Zhaoxia XuDo Firms Adjust Toward a Target Leverage Level? (Bank of Canada Working papers 2007-50, Oct 2007)Abstract
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Danny Leung and Yi

  Zheng What Affects MFP in the Long-Run? Evidence from Canadian Industries (Bank of Canada Working papers 2008-04, Feb 2008)Abstract
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Khor Hoe Ee and Kit Wei   Zheng Ten Years from the Financial Crisis: Managing the Challenges Posed by Capital Flows (Monetary Authority of Singapore Staff Papers No. 48, Nov 2007)Abstract
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Isabel Yi   Zheng and James RossiterUsing Monthly Indicators to Predict Quarterly GDP (Bank of Canada Working papers 2006-26, Aug 2006)Abstract
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Kevin X. D. Huang and   Zheng LiuProduction interdependence and welfare (European Central Bank Working papers 355, May 2004)Full text

Fiorella De Fiore and   Zheng LiuOpenness and equilibrium determinacy under interest rate rules (European Central Bank Working papers No.173, Sep 2002)Full text

Kevin X.D. Huang and   Zheng LiuMultiple Stages of Processing and the Quantity Anomaly in International Business Cycle Models (Kansas City Fed Working Papers RWP04-05, Jun 2004)Abstract
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Kevin X.D. Huang and   Zheng LiuProduction Interdependence and Welfare (Kansas City Fed Working Papers RWP04-04, Jun 2004)Abstract
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Kevin X.D. Huang and   Zheng LiuInflation Targeting: What Inflation to Target? (Kansas City Fed Working Papers RWP03-10, Nov 2003)Abstract
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Hui He and   Zheng LiuInvestment-Specific Technological Change, Skill Accumulation, and Wage Inequality (Minneapolis Fed Working Papers WP644, Aug 2006)Abstract
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Kevin X.D. Huang and   Zheng LiuVertical Production and Trade Interdependence and Welfare (Philadelphia Fed Working Papers wp05-15, 2005)Full text

Kevin X. D. Huang and   Zheng LiuMultiple Stages of Processing and the Quantity Anomaly in International Business Cycle Models (Philadelphia Fed Working Papers wp04-08, Sep 2004)Full text

Kevin X. D. Huang and   Zheng LiuInflation Targeting: What Inflation Rate to Target? (Philadelphia Fed Working Papers wp04-06, Aug 2004)Full text

  Zheng Liu and Evi PappaGains from international monetary policy coordination: does it pay to be different? (European Central Bank Working papers 514, Aug 2005)Full text

Kevin X.D. Huang,   Zheng Liu, and Louis PhaneufWhy Does the Cyclical Behavior of Real Wages Change Over Time? (Kansas City Fed Working Papers RWP02-09, Dec 2002)Abstract
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Kevin X.D. Huang,   Zheng Liu, and Tao ZhaLearning, Adaptive Expectations, and Technology Shocks (Atlanta Fed Working papers 2008-20, Sep 2008)Abstract
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  Zheng Liu, Daniel F. Waggoner, and Tao ZhaAsymmetric Expectation Effects of Regime Shifts and the Great Moderation (Atlanta Fed Working papers 2007-23, Oct 2007)Abstract
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  Zheng Liu, Daniel F. Waggoner, and Tao ZhaAsymmetric Expectation Effects of Regime Shifts and the Great Moderation (Minneapolis Fed Working Papers WP653, Jul 2007)Abstract
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Kit Wei   Zheng, Ong Jia Wern, Kevin Kwan Tai YouChina's Rise as a Manufacturing Powerhouse: Implications for Asia (Monetary Authority of Singapore Staff Papers No. 42, Dec 2005)Abstract
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Stephen Murchison, Andrew Rennison, and

  Zhenhua ZhuA Structural Small Open-Economy Model for Canada (Bank of Canada Working papers 2004-4, Feb 2004)Abstract
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Khan, Hashmat and   Zhenhua ZhuEstimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom (Bank of Canada Working papers 2002-19, Jul 2002)Abstract
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Lalonde, René,   Zhenhua Zhu, and Frédérick DemersForecasting and Analyzing World Commodity Prices (Bank of Canada Working papers 2003-24, Aug 2003)Abstract
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Edward J. Green, Jose A. Lopez, and

  Zhenyu WangFormulating the Imputed Cost of Equity Capital for Priced Services at Federal Reserve Banks (New York Fed Economic policy review 0309gree, Sep 2003)Abstract
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James McAndrews, Asani Sarkar, and   Zhenyu WangThe Effect of the Term Auction Facilityon the London Inter-Bank Offered Rate (New York Fed Staff reports 335, Jul 2008)Abstract
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Suresh Sundaresan and   Zhenyu WangY2K Options and the Liquidity Premium in TreasuryBond Markets (New York Fed Staff reports 266, Nov 2006)Abstract
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Gur Huberman and   Zhenyu WangArbitrage Pricing Theory (New York Fed Staff reports 216, Aug 2005)Abstract
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  Zhenyu Wang and Xiaoyan ZhangEmpirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent Claims (New York Fed Staff reports 265, Oct 2006)Abstract
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Jing-

  zhi Huang and Hao ZhouSpecification Analysis of Structural Credit Risk Models (Federal Reserve Board FEDS series 2008-55, Nov 2008)Abstract
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Jin-Chuan Duan, Peter Ritchken, and

  Zhiqiang SunJump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities (Cleveland Fed Working papers WP06-19, 2006)Full text

Zhang,

  Zhiwei Corporate Bond Spreads and the Business Cycle (Bank of Canada Working papers 2002-15, Jun 2002)Abstract
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Allen N Berger – Iftekhar Hasan – Mingming

  Zhou Bank ownership and efficiency in China: what lies ahead in the world's largest nation? (Bank of Finland Discussion Papers 2007/16, 10 Oct 2007)Abstract
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Iftekhar Hasan, Paul Wachtel, Mingming   Zhou Institutional development, financial deepening and economic growth: Evidence from China (Bank of Finland BOFIT Discussion Papers 2006/12, 10 Nov 2006)Abstract
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Christian Huurman, Francesco Ravazzolo and Chen   Zhou The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts (Central Bank of Norway Working Papers 2008/08, 08 May 2008)Abstract
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Jing-zhi Huang and Hao   Zhou Specification Analysis of Structural Credit Risk Models (Federal Reserve Board FEDS series 2008-55, Nov 2008)Abstract
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Song Han and Hao   Zhou Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data (Federal Reserve Board FEDS series 2008-40, Sep 2008)Abstract
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Jonathan Wright and Hao   Zhou Bond Risk Premia and Realized Jump Volatility (Federal Reserve Board FEDS series 2007-22, May 2007)Abstract
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Tim Bollerslev and Hao   Zhou Expected Stock Returns and Variance Risk Premia (Federal Reserve Board FEDS series 2007-11, Apr 2007)Abstract
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George Tauchen and Hao   Zhou Realized Jumps on Financial Markets and Predicting Credit Spreads (Federal Reserve Board FEDS series 2006-35, Oct 2006)Abstract
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Tim Bollerslev, Michael Gibson, and Hao   Zhou Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities (Federal Reserve Board FEDS series 2004-56, Oct 2004)Abstract
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Tim Bollerslev and Hao   Zhou Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions (Federal Reserve Board FEDS series 2003-40, Aug 2003)Abstract
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Hao   Zhou Itô Conditional Moment Generator and the Estimation of Short Rate Processes (Federal Reserve Board FEDS series 2003-32, Jul 2003)Abstract
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Ravi Bansal, George Tauchen, and Hao   Zhou Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle (Federal Reserve Board FEDS series 2003-21, Jun 2003)Abstract
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Edward Green , Ruilin   Zhou Money as a Mechanism in a Bewley Economy (Chicago Fed Working papers WP-2002-15, Apr 2002)Abstract
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Benjamin Yibin Zhang, Hao   Zhou and Haibin ZhuExplaining credit default swap spreads with equity volatility and jump risks of individual firms (Bank for International Settlements Working papers 181, Sep 2005)Abstract
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Benjamin Yibin Zhang, Hao   Zhou, and Haibin ZhuExplaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (Federal Reserve Board FEDS series 2005-63, Dec 2005)Abstract
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Stephen Murchison, Andrew Rennison, and Zhenhua

  Zhu A Structural Small Open-Economy Model for Canada (Bank of Canada Working papers 2004-4, Feb 2004)Abstract
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Khan, Hashmat and Zhenhua   Zhu Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom (Bank of Canada Working papers 2002-19, Jul 2002)Abstract
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Nikola Tarashev, Haibin   Zhu The pricing of correlated default risk: evidence from the credit derivatives market (Deutsche Bundesbank Banking Supervision Discussion Papers 200809, May 2008)Full text

Ingo Fender, Nikola Tarashev and Haibin   Zhu Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures (Bank for International Settlements Quarterly Review 0803i, 08 Mar 2008)Abstract

Haibin   Zhu The structure of housing finance markets and house prices in Asia (Bank for International Settlements Quarterly Review 0612g, 06 Dec 2006)Abstract

Franck Packer and Haibin   Zhu Contractual terms and CDS pricing (Bank for International Settlements Quarterly Review 0503h, Mar 2005)Abstract
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Kostas Tsatsaronis, Haibin   Zhu What drives housing price dynamics: cross-country evidence (Bank for International Settlements Quarterly Review 0403f, Mar 2004)Abstract
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Haibin   Zhu The case of the missing commercial real estate cycle (Bank for International Settlements Quarterly Review 0209g, Sep 2002)Full text

Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin   Zhu Determinants of house prices in nine Asia-Pacific economies (Bank for International Settlements Working papers 263, Oct 2008)Abstract
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Haibin   Zhu Capital regu