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Publications by Andrew (Jianzhong) Zhang

Distress Risk Premia in Stock and Bond Returns

SSRN Electronic Journal
2011English

Related publications

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal
2003English

Robust Bond Risk Premia

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Short-Run Bond Risk Premia

Quarterly Journal of Finance
ManagementEconomicsStrategyEconometricsFinance
2019English

Bond Risk Premia in Consumption-Based Models

SSRN Electronic Journal
2017English

Currency Risk Premia in Global Stock Markets

IMF Working Papers
2006English

Bond and Stock Returns in a Simple Exchange Model

Quarterly Journal of Economics
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Comoment Risk and Stock Returns

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A Factor Analysis of Bond Risk Premia

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2010English

Time Varying Risk Premia in Corporate Bond Markets

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