List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Probabilistic interpretation of black implied volatility | 2024-09-06 | Paper |
| Decomposing Long Bond Returns: A Decentralized Theory Review of Finance | 2023-06-30 | Paper |
| Imports, exports, dollar exposures, and stock returns Open Economies Review | 2019-05-23 | Paper |
| Variance dynamics: joint evidence from options and high-frequency returns Journal of Econometrics | 2016-08-10 | Paper |
| Price discovery in the U.S. stock and stock options markets: a portfolio approach Review of Derivatives Research | 2013-10-31 | Paper |
| A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure Management Science | 2012-02-29 | Paper |
| Market anticipation of Fed policy changes and the term structure of interest rates Review of Finance | 2010-05-26 | Paper |
| Taking positive interest rates seriously | 2008-02-15 | Paper |
| Design and Estimation of Multi-Currency Quadratic Models* Review of Finance | 2007-12-12 | Paper |
| Design and Estimation of Quadratic Term Structure Models * Review of Finance | 2003-06-09 | Paper |
Research outcomes over time
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