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Design and estimation of multi-currency quadratic models
Leippold, Markus; Wu, Liuren - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
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Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
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Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud; Wu, Liuren - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 313-342
Persistent link: https://www.econbiz.de/10003989558
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Dynamic interactions between interest-rate and credit risk : theory and evidence on the credit default swap term structure
Chen, Ren-Raw; Cheng, Xiaolin; Wu, Liuren - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 403-441
Persistent link: https://www.econbiz.de/10009715216
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A simple robust link between American puts and credit protection
Carr, Peter; Wu, Liuren - In: The review of financial studies 24 (2011) 2, pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.; Carr, Peter; Wu, Liuren - In: Journal of financial economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
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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/10001845848
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Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.; Fisher, Adlai; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
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Decomposing long bond returns : a decentralized theory
Carr, Peter; Wu, Liuren - In: Review of finance : journal of the European Finance … 27 (2023) 3, pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
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Limits of arbitrage and primary risk-taking in derivative securities
Tian, Meng; Wu, Liuren - In: Review of asset pricing studies : RAPS 13 (2023) 3, pp. 405-439
Persistent link: https://www.econbiz.de/10014331536