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~person:"Archontakis, Theofanis"
~person:"Chen, Son-nan"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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16
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9
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Archontakis, Theofanis
Chen, Son-nan
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
17
Gupta, Rangan
16
Monfort, Alain
16
Wu, Liuren
16
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Gouriéroux, Christian
14
Rebonato, Riccardo
14
Thornton, Daniel L.
14
Almeida, Caio
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Chernov, Mikhail
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Ito, Takayasu
11
Kugler, Peter
11
Li, Haitao
11
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
3
The European journal of finance
2
Asia-Pacific journal of financial studies
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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ECONIS (ZBW)
16
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1
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
Saved in:
2
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
3
Valuation of quanto floating range notes under the cross-currency LIBOR market model
Chou, Chi-Hsun
;
Hsieh, Tsung-Yu
;
Chen, Son-nan
- In:
International journal of economics and finance
7
(
2015
)
12
,
pp. 70-83
Persistent link: https://www.econbiz.de/10011411651
Saved in:
4
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
5
Valuation of Guaranteed contracts set relative to cross-currency stochastic rates of return
Hsieh, Tsung-yu
;
Chou, Chi-hsun
;
Chen, Son-nan
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
4
,
pp. 589-619
Persistent link: https://www.econbiz.de/10010407421
Saved in:
6
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
7
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
8
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
9
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
10
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
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