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An explicit, multi-factor credit default swap pricing model with correlated factors

Chen, Ren-Raw; Cheng, Xiaolin; Fabozzi, Frank J.; Liu, Bo - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 123-160

Persistent link: https://www.econbiz.de/10003692397

Pricing the term structure of inflation risk premia : theory and evidence from TIPS

Chen, Ren-Raw; Liu, Bo; Cheng, Xiaolin - In: Journal of empirical finance 17 (2010) 4, pp. 702-721

Persistent link: https://www.econbiz.de/10009267256

Improve volatility forecasting with realized semivariance-evidences from intra-day large data sets in Chinese

Yin, Lianqian; Liu, Bo; Du, Zhen - In: International journal of economics and finance 6 (2014) 12, pp. 64-70

Persistent link: https://www.econbiz.de/10010460882

Interest rate pass-through in China : an analysis of Chinese commercial banks

Liu, Bo; Liu, Chang; Peng, Jiangang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3051-3063

Persistent link: https://www.econbiz.de/10012125670

The Intergenerational Transmission of Divorce : Evidence from China

Liu, Bo - 2020

The paper investigates the intergenerational transmission of divorce in China with the data from The China Health and Retirement Longitudinal Study (CHARLS). The empirical results show that parental divorce increases the odd ratio of children's divorce significantly by 104.12% in complementary...

Persistent link: https://www.econbiz.de/10012845430

Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market

Xu, Ke; Chen, Yu-Lun; Liu, Bo; Chen, Jian - In: The journal of futures markets 44 (2024) 4, pp. 605-618

Persistent link: https://www.econbiz.de/10014536658