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161
Predictable changes in yields and forward rates
Backus, David
;
Foresi, Silverio
;
Mozumdar, Abon
;
Wu, Liuren
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-312
Persistent link: https://www.econbiz.de/10006513778
Saved in:
162
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1342
Persistent link: https://www.econbiz.de/10008176664
Saved in:
163
Predictability of Interest Rates and Interest-Rate Portfolios
Bali, Turan
;
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10008328085
Saved in:
164
The role of exchange rates in intertemporal risk–return relations
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1670-1687
Persistent link: https://www.econbiz.de/10008722766
Saved in:
165
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2265
Persistent link: https://www.econbiz.de/10008760779
Saved in:
166
Variance dynamics: Joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-288
Persistent link: https://www.econbiz.de/10008770537
Saved in:
167
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-473
Persistent link: https://www.econbiz.de/10008811708
Saved in:
168
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
Egloff, Daniel
;
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1311
Persistent link: https://www.econbiz.de/10008814142
Saved in:
169
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2404
Persistent link: https://www.econbiz.de/10007757878
Saved in:
170
International capital asset pricing: Evidence from options
Mo, Henry
;
Wu, Liuren
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 465-498
Persistent link: https://www.econbiz.de/10007763667
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