Access Statistics for Haitao Li

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 Type of HJM Based Affine Model: Theory and Empirical Evidence 0 0 0 12 7 13 15 110
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? 0 0 0 641 0 1 3 1,957
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 7 11 376
Total Working Papers 0 0 0 747 8 21 29 2,443

Journal Article File Downloads Abstract Views
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 2 78 0 5 8 185
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates 0 0 3 63 1 4 10 238
Are Liquidity and Information Risks Priced in the Treasury Bond Market? 1 1 1 164 1 5 8 432
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 2 5 156
Corporate use of interest rate swaps: Theory and evidence 0 1 1 135 1 4 7 365
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 1 4 6 269
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? 0 0 0 75 2 21 23 275
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 2 5 8 279
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 0 1 5 293
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices 0 0 1 21 1 5 11 100
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 1 2 190
Reduced-form valuation of callable corporate bonds: Theory and evidence 2 3 6 142 9 15 27 476
Short Rate Dynamics and Regime Shifts* 0 0 1 16 0 10 16 89
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives 0 1 3 120 3 6 9 360
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 2 10 12 238
Total Journal Articles 3 7 19 1,272 23 98 157 3,945

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Statistics updated 2026-03-04