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 0 8 16 111
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? 0 0 0 641 2 4 6 1,961
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 3 4 14 379
Total Working Papers 0 0 0 747 5 16 36 2,451

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 0 1 78 1 2 9 187
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates 0 0 3 63 4 5 14 242
Are Liquidity and Information Risks Priced in the Treasury Bond Market? 0 1 1 164 2 3 10 434
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 5 156
Corporate use of interest rate swaps: Theory and evidence 0 0 1 135 3 5 10 369
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 3 5 10 273
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? 0 0 0 75 4 6 27 279
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 2 4 10 281
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 3 3 7 296
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices 0 0 0 21 1 3 11 102
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 3 3 5 193
Reduced-form valuation of callable corporate bonds: Theory and evidence 2 4 7 144 7 20 37 487
Short Rate Dynamics and Regime Shifts* 0 0 0 16 1 1 16 90
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives 0 0 3 120 1 4 9 361
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 3 7 16 243
Total Journal Articles 2 5 17 1,274 38 71 196 3,993

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Statistics updated 2026-05-06