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	5	6	8	103
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?	0	0	0	641	1	1	4	1,957
Nonparametric specification testing for continuous-time models with application to spot interest rates	0	0	0	94	5	7	10	375
Total Working Papers	0	0	0	747	11	14	22	2,435

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	1	1	2	78	3	7	8	185
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates	0	1	4	63	1	4	10	237
Are Liquidity and Information Risks Priced in the Treasury Bond Market?	0	0	0	163	4	6	7	431
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates	0	0	0	43	2	3	5	156
Corporate use of interest rate swaps: Theory and evidence	1	1	1	135	3	3	6	364
Evaluating asset pricing models using the second Hansen-Jagannathan distance	0	0	0	77	2	4	5	268
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?	0	0	0	75	17	20	22	273
Investing in Talents: Manager Characteristics and Hedge Fund Performances	0	0	1	76	3	5	6	277
Maximum likelihood estimation of time-inhomogeneous diffusions	0	0	1	114	1	3	6	293
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices	0	0	1	21	3	5	10	99
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models	0	0	0	75	1	2	2	190
Reduced-form valuation of callable corporate bonds: Theory and evidence	1	1	4	140	5	7	20	467
Short Rate Dynamics and Regime Shifts*	0	0	1	16	4	10	16	89
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives	1	1	3	120	3	3	7	357
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?	0	0	0	73	8	9	10	236
Total Journal Articles	4	5	18	1,269	60	91	140	3,922

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Statistics updated 2026-02-12