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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Yang, Fan"
~subject:"Yield curve"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
Zinsstruktur
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Credit risk
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Kreditrisiko
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Business cycle
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Yang, Fan
Chiarella, Carl
11
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Schlögl, Erik
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Yu, Fan
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Bakshi, Gurdip S.
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Chege Maina, Samuel
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D'Amico, Stefania
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Georgetown McDonough School of Business Research Paper
1
IMF Working Paper
1
The South African journal of economics
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ECONIS (ZBW)
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Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
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2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Investment shocks and the commodity basis spread
Yang, Fan
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 164-184
Persistent link: https://www.econbiz.de/10010207751
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