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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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1
Neglected risks in the communication of residential mortgage-backed securities offerings
Zhang, Harold H.
;
Zhao, Feng
;
Zhao, Xiaofei
- In:
The journal of finance : the journal of the American …
79
(
2024
)
1
,
pp. 129-172
Persistent link: https://www.econbiz.de/10014486371
Saved in:
2
Subprime mortgage defaults and credit default swaps
Arentsen, Eric
;
Mauer, David C.
;
Rosenlund, Brian
; …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 689-732
Persistent link: https://www.econbiz.de/10010517167
Saved in:
3
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
4
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
5
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
Saved in:
6
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10006543665
Saved in:
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