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 2 16 113
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? 0 0 0 641 0 0 5 1,961
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 0 0 13 379
Total Working Papers 0 0 0 747 0 2 34 2,453

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 0 1 10 188
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates 0 0 3 63 0 0 13 242
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 1 6 157
Corporate use of interest rate swaps: Theory and evidence 0 0 1 135 0 1 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 1 1 76 0 1 27 280
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 0 1 11 282
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 2 2 9 298
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices 0 0 0 21 1 1 12 103
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 2 7 195
Reduced-form valuation of callable corporate bonds: Theory and evidence 2 4 10 148 3 8 42 495
Short Rate Dynamics and Regime Shifts* 0 0 0 16 0 0 15 90
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives 0 0 3 120 1 1 10 362
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 1 2 18 245
Total Journal Articles 2 5 21 1,279 8 21 210 4,014

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Statistics updated 2026-08-07