Liuren Wu

Available identifiers

zbMath Open wu.liurenMaRDI QIDQ375528

List of research outcomes

Publication	Date of Publication	Type
Probabilistic interpretation of black implied volatility	2024-09-06	Paper
Decomposing Long Bond Returns: A Decentralized Theory	2023-06-30	Paper
Imports, exports, dollar exposures, and stock returns	2019-05-23	Paper
Variance dynamics: joint evidence from options and high-frequency returns	2016-08-10	Paper
Price discovery in the U.S. stock and stock options markets: a portfolio approach	2013-10-31	Paper
A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure	2012-02-29	Paper
Market Anticipation of Fed Policy Changes and the Term Structure of Interest Rates*	2010-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q5441510	2008-02-15	Paper
Design and Estimation of Multi-Currency Quadratic Models*	2007-12-12	Paper
Design and Estimation of Quadratic Term Structure Models *	2003-06-09	Paper

Research outcomes over time

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