No. 43, Chengdu Road
Haidian District
Beijing 100083
China
Tsinghua University - PBC School of Finance
SSRN RANKINGS
in Total Papers Citations
Structural Credit Risk Models, Credit Default Swap Spreads, High Frequency Equity Volatility, Consistent Specification Analysis, Pricing Error Diagnostics
Bond excess returns, Unspanned predictability, Lasso
credit risk, structural models, credit spreads, hedge ratios
Corporate credit spreads, Credit spread puzzle, Structural credit risk models, the Merton model, the Black and Cox model, CDS, Fixed income asset pricing
