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Number of items: 5.


Luo, Jian, Ye, Xiaoxia ORCID: 0000-0003-4849-2553 and Hu, May
(2016) Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market. INTERNATIONAL REVIEW OF FINANCE, 16 (2). 203 - 241.


Jarrow, Robert, Li, Haitao, Ye, Xiaoxia ORCID: 0000-0003-4849-2553 and Hu, May
(2019) Exploring Mispricing in the Term Structure of CDS Spreads. REVIEW OF FINANCE, 23 (1). 161 - 198.


Platanakis, Emmanouil, Sutcliffe, Charles and Ye, Xiaoxia ORCID: 0000-0003-4849-2553
(2019) Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection.


Chun, Albert Lee, Namvar, Ethan, Ye, Xiaoxia ORCID: 0000-0003-4849-2553 and Yu, Fan
(2019) Modeling Municipal Yields With (and Without) Bond Insurance. MANAGEMENT SCIENCE, 65 (8). 3694 - 3713.


Li, Haitao, Ye, Xiaoxia ORCID: 0000-0003-4849-2553 and Yu, Fan
(2020) Unifying Gaussian Dynamic Term Structure Models from a Heath-Jarrow-Morton Perspective. European Journal of Operational Research.

This list was generated on Sun May 10 14:24:37 2020 BST.