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Yield curve
Theorie
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30
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25
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24
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24
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Chen, Ren-Raw
13
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12
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7
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4
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3
Fabozzi, Frank J.
2
Liu, Bibo
2
Liu, Bo
2
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2
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2
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
PBCSF-NIFR Research Paper
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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2
The journal of real estate finance and economics
2
AFA 2011 Denver Meetings Paper
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Inflation-sensitive assets : Instruments and strategies
1
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1
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1
A two-factor, preference-free model for interest rate sensitive claims
Chen, Ren-Raw
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001180184
Saved in:
2
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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3
Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw
- In:
The journal of fixed income
3
(
1993
)
3
,
pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
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4
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
5
A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Chen, Ren-Raw
;
Yang, Tyler
- In:
Review of quantitative finance and accounting
19
(
2002
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001698787
Saved in:
6
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
7
Multi-factor Cox-Ingersoll-Ross models of the term structure : estimates and tests from a Kalman filter model
Chen, Ren-Raw
;
Scott, Louis O.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001788887
Saved in:
8
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
9
Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw
;
Liu, Bo
;
Cheng, Xiaolin
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 702-721
Persistent link: https://www.econbiz.de/10009267256
Saved in:
10
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
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