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Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634
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The information content of option-implied volatility for credit default swap valuation
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Journal of financial markets 13 (2010) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10009261316
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Social learning and parameter uncertainty in irreversible investments : evidence from greenhouse adoption in northern China
Wang, Honglin; Yu, Fan; Reardon, Thomas Anthony; Huang, … - In: China economic review : an international journal 27 (2013), pp. 104-120
Persistent link: https://www.econbiz.de/10010519007
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The determinants of operational risk in US financial institutions
Chernobai, Anna; Jorion, Philippe; Yu, Fan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1683-1725
Persistent link: https://www.econbiz.de/10009623285
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The spillover effects of biofuel policy on participation in the conservation reserve program
Wu, Feng; Guan, Zhengfei; Yu, Fan; Myers, Robert J. - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1755-1770
Persistent link: https://www.econbiz.de/10009786076
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Pricing credit default swaps with option-implied volatility
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Financial analysts' journal : FAJ 67 (2011) 4, pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
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Endogenous liquidity in credit derivatives
Qui, Jiaping; Yu, Fan - In: Journal of financial economics 103 (2012) 3, pp. 611-631
Persistent link: https://www.econbiz.de/10009521126
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Are credit ratings relevant in China’s corporate bond market?
Dhawan, Raghav; Yu, Fan - In: The Chinese economy 48 (2015) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10011404553
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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Default risk and diversification : theory and empirical implications
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10002582739