( en | de | ru )

 

Disambiguation of "Wu, Liuren"

Author of the publication

copydeleteadd this publication to your clipboard
Predictable changes in yields and forward rates

, , , and . Journal of Financial Economics, 59 (3): 281--311 (March 2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Jinglan Wu

Recovery of citric acid from fermentation broth using simulated moving bed technology: = Reinigung von Zitronensäure aus Fermentationslösung durch kontinuierliche Chromatographie. Uni Erlangen-Nürnberg, (2009)

Jinjin Wu

Yinghua Wu

Changzhu Wu

Haiyan Wu

 

Other publications of authors with the same name

International capital asset pricing: Evidence from options, and . Journal of Empirical Finance, 14 (4): 465--498 (September 2007)Predictability of Interest Rates and Interest-Rate Portfolios by Turan Bali, Massoud Heidari, Liuren Wu, , and . (2006)Stochastic skew in currency options, and . Journal of Financial Economics, 86 (1): 213--247 (October 2007)Predictable changes in yields and forward rates, , , and . Journal of Financial Economics, 59 (3): 281--311 (March 2001)Handbooks in Operations Research and Management Science. Volume 15, chapter Chapter 3 Modeling Financial Security Returns Using Lévy Processes, page 117--162. Elsevier, (2007)Time-changed Lévy processes and option pricing, and . Journal of Financial Economics, 71 (1): 113--141 (January 2004)Variance swaps on time-changed Lévy processes., , and . Finance and Stochastics, 16 (2): 335-355 (2012)Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies, , and . Journal of Financial Economics, 87 (1): 132--156 (January 2008)Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options, and . Journal of Banking & Finance, 31 (8): 2383--2403 (August 2007)A comprehensive analysis of the short-term interest-rate dynamics, and . Journal of Banking & Finance, 30 (4): 1269--1290 (April 2006)