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 0 16 113
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? 1 1 1 642 2 3 8 1,964
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 1 13 380
Total Working Papers 1 1 1 748 3 4 37 2,457

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 1 11 189
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates 0 0 2 63 0 0 12 242
Are Liquidity and Information Risks Priced in the Treasury Bond Market? 0 0 1 164 0 0 9 434
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 6 157
Corporate use of interest rate swaps: Theory and evidence 0 0 1 135 0 0 11 370
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 0 10 273
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? 0 0 1 76 4 4 31 284
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 0 76 0 0 10 282
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 0 2 9 298
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices 0 0 0 21 0 2 11 104
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 0 7 195
Reduced-form valuation of callable corporate bonds: Theory and evidence 0 3 11 149 1 6 44 498
Short Rate Dynamics and Regime Shifts* 1 1 1 17 2 2 16 92
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives 0 0 3 120 1 2 11 363
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 2 3 20 247
Total Journal Articles 1 4 21 1,281 11 22 218 4,028

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Statistics updated 2026-10-11