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Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud; Wu, Liuren - In: The journal of fixed income 13 (2003) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
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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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A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - In: Management science : journal of the Institute for … 54 (2008) 6, pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren (contributor); Zhang, Frank Xiaoling (contributor) - 2005
Persistent link: https://www.econbiz.de/10003297357
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Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter; Wu, Liuren - In: Journal of banking & finance 31 (2007) 8, pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
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Taking positive interest rates seriously
Pan, Enlin; Wu, Liuren - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 327-356
Persistent link: https://www.econbiz.de/10003430997
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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - 2005
Persistent link: https://www.econbiz.de/10003234495
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Macroeconomic releases and the interest rate term structure
Lu, Biao; Wu, Liuren - In: Journal of monetary economics 56 (2009) 6, pp. 872-884
Persistent link: https://www.econbiz.de/10003894088
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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
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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