Access Statistics for Li Chen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Characterization of Quadratic Term Structure Models 0 0 0 236 2 3 7 596
A Simple Model for Credit Migration and Spread Curves 0 0 1 868 4 5 10 1,713
Consistency Problems For Jump-Diffusion Models 0 0 0 348 3 5 8 905
Credit Derivatives in an Affine Framework 0 0 0 277 3 3 9 536
Credit Risk Modeling and the Term Structure of Credit Spreads 0 0 3 1,512 8 11 26 3,661
Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach 0 0 1 825 4 8 19 2,890
Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates 0 1 2 466 2 8 11 1,077
Modeling Credit Risk by Affine Processes 0 0 1 406 2 4 11 725
Parametric Estimation of Quadratic Term Structure Models of Interest Rate 0 0 0 415 2 4 9 590
Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk 0 0 0 1,345 1 2 7 2,934
Projecting the Forward Rate Flow on a Finite Dimensional Manifold 0 0 0 140 2 4 6 395
Total Working Papers 0 1 8 6,838 33 57 123 16,022


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Well Does Agency Theory Explain Executive Compensation? 0 0 2 19 10 27 58 192
Total Journal Articles 0 0 2 19 10 27 58 192


Statistics updated 2026-05-06