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Extending the maturity of a defaulting debt : the longstaff model revisited

Lee, Shyan Yuan; Chung, Yi Fang - In: Review of Pacific Basin financial markets and policies 12 (2009) 1, pp. 125-140

Persistent link: https://www.econbiz.de/10003867415

Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis

Lee, Shyan Yuan; Chiou, Wan-jiun Paul; Chung, Yi Fang - In: International review of economics & finance : IREF 50 (2017), pp. 261-274

Persistent link: https://www.econbiz.de/10011754124

The information content in forward interest rates : further evidence on heteroskedasticity, long forecast horizon, and simultaneous multiple forward rates

Lee, Shyan Yuan - In: Advances in investment analysis and portfolio … 4 (1997), pp. 43-63

Persistent link: https://www.econbiz.de/10001229805

The shift function for the extended Vasicek model

Lee, Shyan Yuan; Hsieh, Cheng Hsi - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 255-270

Persistent link: https://www.econbiz.de/10003430925

Essays on the information of the term structure and the asset pricing models of treasury bill returns

Lee, Shyan Yuan - 1992

Department: Economics.

Persistent link: https://www.econbiz.de/10009472498

Holding Period Returns and Risk Premia on Taiwan Money Market Securities

Lee, Shyan Yuan - 1998

This paper is to test whether holding period returns and risk premia of financial instruments in Taiwan money market are significantly positive. This paper also investigates the relationship between business cycle and both holding period returns and risk premia. We find that holding period...

Persistent link: https://www.econbiz.de/10012791183

The shift function for the extended Vasicek model

Lee, Shyan Yuan; Hsieh, Cheng Hsi - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 255-270

Persistent link: https://www.econbiz.de/10009924743