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Taking positive interest rates seriously
Pan, Enlin; Wu, Liuren - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 327-356
Persistent link: https://www.econbiz.de/10003430997
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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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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/10003609911
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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. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
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Stochastic skew in currency options
Carr, Peter; Wu, Liuren - In: Journal of financial economics 86 (2007) 1, pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - 2005
Persistent link: https://www.econbiz.de/10003234495
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Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
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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
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Macroeconomic releases and the interest rate term structure
Lu, Biao; Wu, Liuren - In: Journal of monetary economics 56 (2009) 6, pp. 872-884
Persistent link: https://www.econbiz.de/10003894088
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Targets, predictability, and performance
Peñaranda, Francisco; Wu, Liuren - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642