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Exploring Mispricing in the Te...
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ECONIS (ZBW)
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1
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
2
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
Saved in:
3
Counter-credit-risk yield spreads : a puzzle in China's corporate bond market
Luo, Jian
;
Ye, Xiaoxia
;
Hu, May
- In:
International review of finance
16
(
2016
)
2
,
pp. 203-241
Persistent link: https://www.econbiz.de/10011713702
Saved in:
4
Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
Newton, David P.
;
Platanakis, Emmanouil
;
Stafylas, Dimitrios
- In:
The British accounting review : the journal of the …
53
(
2021
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013041238
Saved in:
5
Term structure, market expectations of the short rate, and expected inflation
Luo, Jian
;
Ye, Xiaoxia
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 3-34)
.
2018
Persistent link: https://www.econbiz.de/10012011569
Saved in:
6
Are market views on banking industry useful for forecasting economic growth?
Lai, Van Son
;
Ye, Xiaoxia
;
Zhao, Lu
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012170575
Saved in:
7
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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8
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
;
Ye, Xiaoxia
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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9
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
Saved in:
10
The trade imbalance network and currency returns
Hou, Ai Jun
;
Sarno, Lucio
;
Ye, Xiaoxia
-
2025
Persistent link: https://www.econbiz.de/10015410274
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