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Li, Canlin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,952 |
Total
Citations
195 |
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1.
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Forecasting the Term Structure of Government Bond Yields
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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Posted:
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03 Sep 02
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Last Revised:
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28 Oct 03
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1,217
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156
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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78
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156
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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1,139
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156
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2.
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Kang, Qiang
University of Hong Kong - School of Economics and Finance Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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419
(32,093)
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1
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Momentum, time-varying risk, time-varying risk premium, stock-specific
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3.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Ji, Lei
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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398
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12
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Term structure; Yield curve; Factor model; Risk Management
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4.
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Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
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Versions (2)
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management Yue, Vivian Zhanwei
Federal Reserve Board of Governors
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Posted:
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03 Oct 07
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Last Revised:
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19 Aug 10
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309
(46,507)
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21
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management Yue, Vivian Zhanwei
Federal Reserve Board of Governors
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42
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21
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management Yue, Vivian Zhanwei
Federal Reserve Board of Governors
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267
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21
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Term Structure, Interest Rate, Dynamic Factor Model, Global Yield, World Yield, Bond Market
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5.
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Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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303
(47,556)
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3
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6.
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Kang, Qiang
Florida International University (FIU) - Department of Finance Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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132
(109,176)
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Momentum, stock compositions, factor-related component, firm-specific component
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7.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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117
(120,310)
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8.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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57
(188,460)
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2
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Presidential puzzle, realized volatility, range based volatility
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9.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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