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	0	12	0	0	2	97
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?	0	0	0	641	0	0	3	1,956
Nonparametric specification testing for continuous-time models with application to spot interest rates	0	0	0	94	1	2	4	369
Total Working Papers	0	0	0	747	1	2	9	2,422

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	0	1	77	2	2	3	180
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates	1	3	4	63	1	5	7	234
Are Liquidity and Information Risks Priced in the Treasury Bond Market?	0	0	0	163	2	2	4	427
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates	0	0	0	43	1	3	3	154
Corporate use of interest rate swaps: Theory and evidence	0	0	0	134	0	2	4	361
Evaluating asset pricing models using the second Hansen-Jagannathan distance	0	0	0	77	1	2	2	265
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?	0	0	0	75	1	1	3	254
Investing in Talents: Manager Characteristics and Hedge Fund Performances	0	0	2	76	2	2	4	274
Maximum likelihood estimation of time-inhomogeneous diffusions	0	0	1	114	2	3	5	292
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices	0	0	1	21	1	4	7	95
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models	0	0	0	75	1	1	1	189
Reduced-form valuation of callable corporate bonds: Theory and evidence	0	1	3	139	1	7	14	461
Short Rate Dynamics and Regime Shifts*	0	0	1	16	0	3	6	79
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives	0	2	2	119	0	2	4	354
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?	0	0	0	73	1	1	2	228
Total Journal Articles	1	6	15	1,265	16	40	69	3,847

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Statistics updated 2025-12-06