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Song, Zhaogang
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1

Does the Federal Reserve Obtain Competitive and Appropriate..:

An, Yu ; Song, Zhaogang ; Koijen, Ralph
The Review of Financial Studies.  36 (2023)  10 - p. 4113-4157 , 2023
Link: https://doi.org/10.1093/..
 
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2

Monetary transmission and government investment in China:

Han, Qian ; Song, Zhaogang ; Yuan, Yufei.
China Economic Review.  82 (2023)  - p. 102049 , 2023
Link: https://doi.org/10.1016/..
 
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3

Term structure of interest rates with short-run and long-ru..:

Grishchenko, Olesya V. ; Song, Zhaogang ; Zhou, Hao
The Journal of Finance and Data Science.  8 (2022)  - p. 255-295 , 2022
Link: https://doi.org/10.1016/..
 
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4

Agency MBS as Safe Assets 

NBER working paper series, no. w29899
He, Zhiguo ; Song, Zhaogang , 2022
Link: https://www.nber.org/pap..
 
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5

Asset Pricing with Cohort‐Based Trading in MBS Markets:

FUSARI, NICOLA ; LI, WEI ; LIU, HAOYANG.
The Journal of Finance.  77 (2022)  6 - p. 3249-3287 , 2022
Link: https://doi.org/10.1111/..
 
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6

Treasury inconvenience yields during the COVID-19 crisis:

He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang
Journal of Financial Economics.  143 (2022)  1 - p. 57-79 , 2022
Link: https://doi.org/10.1016/..
 
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7

Commonality in Credit Spread Changes: Dealer Inventory and ..:

He, Zhiguo ; Khorrami, Paymon ; Song, Zhaogang.
The Review of Financial Studies.  35 (2022)  10 - p. 4630-4673 , 2022
Link: https://doi.org/10.1093/..
 
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8

Unconventional monetary policy and disaster risk: Evidence ..:

Cortes, Gustavo S. ; Gao, George P. ; Silva, Felipe B.G..
Journal of International Money and Finance.  122 (2022)  - p. 102543 , 2022
Link: https://doi.org/10.1016/..
 
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9

Treasury Inconvenience Yields during the COVID-19 Crisis 

NBER working paper series, no. w27416
He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang , 2020
Link: https://www.nber.org/pap..
 
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10

Disagreement beta:

Gao, George P. ; Lu, Xiaomeng ; Song, Zhaogang.
Journal of Monetary Economics.  107 (2019)  - p. 96-113 , 2019
Link: https://doi.org/10.1016/..
 
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11

Commonality in Credit Spread Changes: Dealer Inventory and .. 

NBER working paper series, no. w26494
He, Zhiguo ; Khorrami, Paymon ; Song, Zhaogang , 2019
Link: https://www.nber.org/pap..
 
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12

Mortgage Dollar Roll:

Song, Zhaogang ; Zhu, Haoxiang
The Review of Financial Studies.  32 (2019)  8 - p. 2955-2996 , 2019
Link: https://www.jstor.org/st..
 
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13

Transparency and dealer networks: Evidence from the initiat..:

Schultz, Paul ; Song, Zhaogang
Journal of Financial Economics.  133 (2019)  1 - p. 113-133 , 2019
Link: https://doi.org/10.1016/..
 
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14

Do Hedge Funds Exploit Rare Disaster Concerns?:

Gao, George P. ; Gao, Pengjie ; Song, Zhaogang
The Review of Financial Studies.  31 (2018)  7 - p. 2650-2692 , 2018
Link: https://www.jstor.org/st..
 
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15

Do Hedge Funds Exploit Rare Disaster Concerns?:

Gao, George P ; Gao, Pengjie ; Song, Zhaogang
The Review of Financial Studies.  31 (2018)  7 - p. 2650-2692 , 2018
Link: https://doi.org/10.1093/..
 
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