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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"McAleer, Michael"
~person:"Wu, Liuren"
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Journal of financial and quantitative analysis : JFQA
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1
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
2
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
3
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
4
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
5
Dynamic interactions between interest-rate and credit risk : theory and evidence on the credit default swap term structure
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
1
,
pp. 403-441
Persistent link: https://www.econbiz.de/10009715216
Saved in:
6
Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 313-342
Persistent link: https://www.econbiz.de/10003989558
Saved in:
7
Asset pricing under the quadratic class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10001690148
Saved in:
8
Design and estimation of multi-currency quadratic models
Leippold, Markus
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
Saved in:
9
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
10
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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