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Modeling municipal yields with (and without) bond insurance
Chun, Albert Lee; Namvar, Ethan; Ye, Xiaoxia; Yu, Fan - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3694-3713
Persistent link: https://www.econbiz.de/10012062753
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Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao; Ye, Xiaoxia; Yu, Fan - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
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Credit derivatives and corporate default prediction
Ye, Xiaoxia; Yu, Fan; Zhao, Ran - In: Journal of banking & finance 138 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013461780
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Expectations, bond yields, and monetary policy
Chun, Albert Lee - In: The review of financial studies 24 (2011) 1, pp. 208-247
Persistent link: https://www.econbiz.de/10008909440
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An introduction to peer-to-peer loans as investments
Namvar, Ethan - In: Journal of investment management : JOIM 12 (2014) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10010388926
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The rise and fall of the New Jersey stock exchange
Namvar, Ethan - In: The journal of trading 8 (2013) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10009781143
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A new approach to measuring market expectations and term premia
Ye, Xiaoxia - In: The journal of fixed income 24 (2015) 4, pp. 22-46
Persistent link: https://www.econbiz.de/10011293464
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Correlated defaults in intensity-based models
Yu, Fan - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10003543117
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Accounting transparency and the term structure of credit spreads
Yu, Fan - In: Journal of financial economics 75 (2005) 1, pp. 53-84
Persistent link: https://www.econbiz.de/10002515944
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Modeling expected return on defaultable bonds
Yu, Fan - In: The journal of fixed income 12 (2002) 2, pp. 69-81
Persistent link: https://www.econbiz.de/10001745245