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Wu, Liuren
35
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12
Zhang, Frank Xiaoling
4
Bakshi, Gurdip
3
Foresi, Silverio
3
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3
Simaan, Yusif E.
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Journal of financial economics
4
The review of financial studies
4
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
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2
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
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OLC EcoSci
RePEc
5,122
ECONIS (ZBW)
154
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8
USB Cologne (business full texts)
2
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A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure
Wu, Liuren
;
Zhang, Frank Xiaoling
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1160-1175
Persistent link: https://www.econbiz.de/10008063952
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2
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip
;
Madan, Dilip
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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3
An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 101-125
Persistent link: https://www.econbiz.de/10008424179
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4
MARKET EXPECTATIONS AND DEFAULT RISK PREMIUM IN CREDIT DEFAULT SWAP PRICES: A Study of Argentine Default
Zhang, Frank Xiaoling
- In:
The journal of fixed income
18
(
2008
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10008077963
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5
Crash-O-Phobia: A Domestic Fear or a Worldwide Concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10005919526
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6
A Tale of Two Indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10006108054
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7
Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes
Huang, Jing-zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1440
Persistent link: https://www.econbiz.de/10006551328
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8
What Type of Process Underlies Options? A Simple Robust Test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10006553501
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9
The Finite Moment Log Stable Process and Option Pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-778
Persistent link: https://www.econbiz.de/10006556266
Saved in:
10
Asset Pricing under the Quadratic Class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006695598
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