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Monetary policy, social capital, and corporate investment

Kwon, Chad; Zhang, Gongfu; Zhou, Haiyan - In: Journal of economics and finance : JEF 44 (2020) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012227152

Affine and quadratic Markov processes and their applications in finance

Chen, Li - 2004

Persistent link: https://www.econbiz.de/10003549391

Quadratic term structure models for risk-free and defaultable rates

Chen, Li; Filipović, Damir; Poor, H. Vincent - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 515-536

Persistent link: https://www.econbiz.de/10002396345

A simple model for credit migration and spread curves

Chen, Li; Filipović, Damir - In: Finance and stochastics 9 (2005) 2, pp. 211-231

Persistent link: https://www.econbiz.de/10002747172

Nonparametric Modeling for the Time-Varying Persistence of Inflation

Yu, Deshui; Li, Chen; Li, Luyang - 2022

This article develops a novel nonparametric time-varying auto-regressive distributed-lag model to estimate and test the persistence of inflation. To characterize the temporal instability of persistence in the inflation process, our proposed model allows for time-varying coefficients with...

Persistent link: https://www.econbiz.de/10014237392

Forecasting dividend growth : the role of adjusted earnings yield

Yu, Deshui; Huang, Difang; Li, Chen; Li, Luyang - In: Economic modelling 120 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014384127

Are top management teams compensated as teams? : a structural modeling approach

Li, Chen - In: Management science : journal of the Institute for … 70 (2024) 12, pp. 8753-8771

Persistent link: https://www.econbiz.de/10015145616

Preference markets for innovation ranking and selection

Chen, Li; Goes, Paulo; Harris, Wynd; Marsden, James; … - In: Interfaces : the INFORMS journal on the practice of … 40 (2010) 2, pp. 144-153

Persistent link: https://www.econbiz.de/10003972687

A dynamic portfolio theory model based on minimum semi-absolute criterion with an application in the Chinese stock markets

Chen, Li; Pan, Heping - In: China finance review international 3 (2013) 3, pp. 284-300

Persistent link: https://www.econbiz.de/10009777643

Projecting the forward rate flow onto a finite dimensional manifold

Bayraktar, Erhan; Chen, Li; Poor, H. Vincent - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 777-785

Persistent link: https://www.econbiz.de/10003379033