Liuren Wu

Liuren Wu

Wollman Distinguished Professor of Finance, Baruch College
Verified email at baruch.cuny.edu
Cited by 10385
option pricing term structure modeling credit risk fundamental valuation market microstructure
Jens Henrik Eggert Christensen

Jens Henrik Eggert Christensen

Federal Reserve Bank of San Francisco
Verified email at sf.frb.org
Cited by 4243
Term structure modeling credit risk risk management
Michel van der Wel

Michel van der Wel

Professor, Erasmus University Rotterdam
Verified email at ese.eur.nl
Cited by 1006
Finance Econometrics Macro-Finance Interaction Term Structure Modeling Market Microstructure
Chun, Albert Lee

Chun, Albert Lee

University of Queensland Business School, RPI Lally School
Verified email at business.uq.edu.au
Cited by 239
Asset Pricing Term Structure Modeling Macro-Finance Financial Econometrics
Anne Lundgaard Hansen

Anne Lundgaard Hansen

Financial Economist, Federal Reserve Bank of Richmond
Verified email at rich.frb.org
Cited by 70
Term Structure Modeling Financial Econometrics Macro-Finance Asset Pricing
Etienne Vaccaro-Grange

Etienne Vaccaro-Grange

International Monetary Fund
Verified email at imf.org
Cited by 33
Monetary Policy term-structure modeling time-series
Rubens Moura

Rubens Moura

Banco de Mexico
Verified email at banxico.org.mx
Cited by 16
Macro-Finance Financial econometrics Term structure modeling
Morten Risstad

Morten Risstad

Associate professor, NTNU
Verified email at ntnu.no
Cited by 12
Term structure modeling risk management quantitative finance