• Papers

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• [1] An Empirical Comparison of Interest Rate Model Estimation Methods Based on EKF and UKF.
• [2] Liquidity Effects and its Determinants in China's Corporate Bond Market
• • [3] Correlationship between Credit Risk and Liquidity Risk in Corporate Bond Market
  • [4] An Empirical Study on the Interaction Mechanism Among Asset Prices，Inflation and Monetary Policy.
  • [5] An Empirical Analysis on Term Structure of SHIBOR Using Vasicek and CIR Models.
  • [6] An Empirical Research on the Term Structure of SHIBOR.
  • [7] Improvement in Hedging of Curvature Change and Interest Rate Risk.
  • [8] Stochastic Duration-Matching Immunization: A Nonparametric Method
  • [9] Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market
  • [10] Interest Rate Risk Measure model under the Multi-Factor HJM Framework
  • [11] Risk Management of Bond Portfolio based on Forecast of Term Structure of Interest Rates
  • [12] Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.
  • [13] Regime Switching in Dynamics of Risk Premium: Evidence from SHIBOR.
  • [14] Model calibration of HJM models based on UKF with application.
  • [15] Regime switching in risk premium dynamics of SHIBOR. Journal of Systems Engineering, 2012, 27(2): 201-207. (in Chinese)
  • [16] Generalized Heath-Jarrow-Morton Model with Stochastic Volatility and Correlated Factors.
  • [17] Empirical Research on Extended Nelson-Siegel Model Based on Genetic Algorithm.
  • [18] Quality and Volume of Information implied in Corporate Performance Evaluation Systems: Cases of Forbes and Peiyang-GlocalWin
  • [19] An empirical study on volatility structure of the defaultable bond market under defaultable HJM framework with stochastic volatility
  • [20] The allocation of carbon intensity reduction target by 2020 among industrial sectors in China
  • [21] Comparison of carbon emission trading schemes in the European Union and China
  • [22] How Will Policies of China’s CO2 ETS Affect its Carbon Price: Evidence from Chinese Pilot Regions
  • [23] Delisting pressure, executive compensation, and corporate fraud: Evidence from China