Narrow search
Showing 1 - 10 of 112
Cover Image
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
Cover Image
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10006543665
Cover Image
Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10006553504
Cover Image
Survival Bias and the Equity Premium Puzzle
Li, Haitao; Xu, Yuewu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1981-1996
Persistent link: https://www.econbiz.de/10006558781
Cover Image
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10008223230
Cover Image
Corporate use of interest rate swaps: Theory and evidence
Li, Haitao; Mao, Connie X. - In: Journal of banking & finance 27 (2003) 8, pp. 1511-1538
Persistent link: https://www.econbiz.de/10005886752
Cover Image
A Bayesian Analysis of Return Dynamics with Levy Jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2013) 5, pp. 2345-2344
Persistent link: https://www.econbiz.de/10010114129
Cover Image
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2013) 1, pp. 37-36
Persistent link: https://www.econbiz.de/10010114461
Cover Image
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2013) 11, pp. 4335-4334
Persistent link: https://www.econbiz.de/10010114738
Cover Image
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of econometrics 141 (2007) 2, pp. 736-776
Persistent link: https://www.econbiz.de/10007859771