Access Statistics for Haitao Li

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Type of HJM Based Affine Model: Theory and Empirical Evidence	0	0	1	12	1	1	2	96
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?	0	0	0	641	0	1	4	1,955
Nonparametric specification testing for continuous-time models with application to spot interest rates	0	0	0	94	0	0	0	365
Total Working Papers	0	0	1	747	1	2	6	2,416

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Bayesian Analysis of Return Dynamics with Lévy Jumps	0	1	1	77	0	1	3	178
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates	0	0	2	60	1	1	6	229
Are Liquidity and Information Risks Priced in the Treasury Bond Market?	0	0	2	163	0	0	4	424
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates	0	0	0	43	0	0	1	151
Corporate use of interest rate swaps: Theory and evidence	0	0	0	134	0	1	3	359
Evaluating asset pricing models using the second Hansen-Jagannathan distance	0	0	0	77	0	0	0	263
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?	0	0	0	75	0	0	2	252
Investing in Talents: Manager Characteristics and Hedge Fund Performances	0	0	3	75	0	0	6	271
Maximum likelihood estimation of time-inhomogeneous diffusions	0	0	3	114	0	1	5	289
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices	0	1	2	21	0	2	7	91
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models	0	0	0	75	0	0	1	188
Reduced-form valuation of callable corporate bonds: Theory and evidence	0	1	2	137	0	1	8	450
Short Rate Dynamics and Regime Shifts*	0	1	1	16	0	1	1	74
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives	0	0	0	117	0	1	2	352
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?	0	0	0	73	0	1	3	227
Total Journal Articles	0	4	16	1,257	1	10	52	3,798

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Statistics updated 2025-06-06