Proceedings from "Workshop in Fixed Income and Bond Markets" | E-Axes
 

Search
Login
Username:
Password:
Not a member yet? Click here.
Forgot your Password?
Archives - Categories
Home
On Inequality
On the Eurozone Debt Crisis
On Monetary Policy and Central Banking
On Global Economic Growth
On the Greek Debt Crisis
On the Banking and Financial Sectors
On Brexit
On China
On India
On Global Inflation
On Currencies
On the US Debt
On the "Economics" of the Arab Spring
Blogs
Working Papers
Books
Books suggested by members



Proceedings from "Workshop in Fixed Income and Bond Markets"

  • A Type of HJM Based Affine Model: Theory and Empirical Evidence

           Haitao Li and Xiaoxia Ye
           University of Michigan-National University of Singapore

           (Download paper here)

 

  • Pricing Range Accrual Notes in Affine Term Structure Model with Stochastic Mean, Stochastic Volatility and Jump

          Hongming Huang, Shaoyu Li and Li-Chuan Tsai
          National Central University-Xiamen University

          (Download paper here)

 

  • The Determinants of the Credit Rating of Local Government Financing Vehicle Bonds in China

           Robin Luo and Linfeng Chen
           Moody

           (Download paper here)

 

  • Local-Momentum Autoregression for Modeling Interest Rate and Term Structure

          Jin-Chuan Duan
          National University of Singapore

          (Work in progress )

 

  • The Discrete-Time Framework of Arbitrage-Free Nelson-Siegel Class of Term Strcuture Models

          Linlin Niu and Gengming Zeng  
          Xiamen University

          (Download paper here)

 

  • Housing C-CAPM and the term structure of interest rates

          Yin Liu and Yuan Xu
          Tsinghua University

          (Work in progress )

 

  • A Tale of Three Currencies: US and Hong Kong’s Yield Curves under RMB Appreciation Pressure

          Linlin Niu and Shicheng Huang 
          Xiamen University

          (Download paper here)

 

  • Demographics and the Behaviour of Interest Rates

          Carlo Favero, Arie Gozluklu and Haoxi Yang
          Bocconi University

          (Download paper here )

 

  • Predict Bond Risk Premia Using Technical Indicators

          Jeremy Goh, Fuwei Jiang, Jun Tu and Guofu Zhou           
             Singapore Management University-Washington University, St. Louis

          (Download paper here)


© 2011–2017 e-axes. All rights reserved. | Credits | Contact Us | Privacy Statement | Wed 24 Jan, 2018 07:53:36 AM
e-axes is proudly powered by Norder - Creative Solutions