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~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Bollerslev, Tim"
~person:"McAleer, Michael"
~person:"Wu, Liuren"
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Bollerslev, Tim
McAleer, Michael
Wu, Liuren
Weber, Martin
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
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:
2
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:
3
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
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4
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:
5
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
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