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Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
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Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates
Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011797010
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Copula-based factor model for credit risk analysis
Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 949-971
Persistent link: https://www.econbiz.de/10011797579