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ECONIS (ZBW)
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Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
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2
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
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3
When shareholders are creditors : effects of the simultaneous holding of equity and debt by non-commercial banking institutions
Jiang, Wei
;
Li, Kai
;
Shao, Pei
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3595-3637
Persistent link: https://www.econbiz.de/10008664095
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4
Intermediary-based equity term structure
Li, Kai
;
Xu, Chenjie
- In:
Journal of financial economics
157
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10015072447
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5
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
Saved in:
6
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
7
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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8
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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9
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Saved in:
10
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001815763
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