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Jennie Bai
Jennie Bai
Verified email at georgetown.edu - Homepage
Title
Cited by
Cited by
Year
Have financial markets become more informative?
J Bai, T Philippon, A Savov
Journal of Financial Economics 122 (3), 625-654, 2016
4592016
Common risk factors in the cross-section of corporate bond returns
J Bai, TG Bali, Q Wen
Journal of Financial Economics 131 (3), 619-642, 2019
3772019
Measuring liquidity mismatch in the banking sector
J Bai, A Krishnamurthy, CH Weymuller
The journal of Finance 73 (1), 51-93, 2018
2312018
State space models and MIDAS regressions
J Bai, E Ghysels, JH Wright
Econometric Reviews 32 (7), 779-813, 2013
2152013
The CDS‐bond basis
J Bai, P Collin‐Dufresne
Financial Management 48 (2), 417-439, 2019
1982019
Anchoring credit default swap spreads to firm fundamentals
J Bai, L Wu
Journal of Financial and Quantitative Analysis 51 (5), 1521-1543, 2016
1002016
The determinants of the CDS-bond basis during the financial crisis of 2007-2009
J Bai, P Collin-Dufresne
SSRN eLibrary 2024531, 2011
952011
Eurozone sovereign bond crisis: Liquidity or fundamental contagion
J Bai, C Julliard, K Yuan
Federal Reserve Bank of New York Working Paper, 2012
762012
On bounding credit-event risk premia
J Bai, P Collin-Dufresne, RS Goldstein, J Helwege
The Review of Financial Studies 28 (9), 2608-2642, 2015
612015
Is the credit spread puzzle a myth?
J Bai, RS Goldstein, F Yang
Journal of Financial Economics 137 (2), 297-319, 2020
582020
The great wall of debt: Real estate, political risk, and Chinese local government credit spreads
A Ang, J Bai, H Zhou
Columbia Business School Research Paper, 2016
532016
The great wall of debt: real estate, political risk, and Chinese local government financing cost
A Ang, J Bai, H Zhou
Georgetown McDonough School of Business Research Paper, 15-02, 2018
50*2018
When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads
J Bai, SJ Wei
National Bureau of Economic Research, 2012
492012
Do the distributional characteristics of corporate bonds predict their future returns?
J Bai, TG Bali, Q Wen
Novemeber, 2016
482016
The CDS-bond basis during the financial crisis of 2007-2009
J Bai, P Collin-Dufresne
WP SSRN 2024531, 2011
452011
The microstructure of China's government bond market
J Bai, MJ Fleming, C Horan
FRB of New York Staff Report, 2013
442013
The great wall of debt: The cross section of Chinese local government credit spreads
A Ang, J Bai, H Zhou
SSRN Electronic Journal, 2015
322015
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence
J Bai, TG Bali, Q Wen
Journal of Financial Economics 142 (3), 1017-1037, 2021
282021
Cross-asset information synergy in mutual fund families
JK Auh, J Bai
National Bureau of Economic Research, 2020
232020
Equity premium predictions with adaptive macro indexes
J Bai
FRB of New York Staff Report, 2010
232010
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