Chunchi Wu

State University of New York at Buffalo

Professor of Finance

L Street

Buffalo, NY , NY 14260

SCHOLARLY PAPERS

3

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Top 43,832

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0

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

Forecasting Corporate Bond Returns: An Iterated Combination Approach

Number of pages: 33 Posted: 28 Oct 2013 Last Revised: 23 Jun 2016
Hai Lin, Chunchi Wu and Guofu Zhou
Victoria University of Wellington - School of Economics & Finance, State University of New York at Buffalo and Washington University in St. Louis - John M. Olin Business School
Downloads 1,263 (20,526)
Citation 1

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Predictability; corporate bonds; out-of-sample forecasts; utility gains

2.

The Cross-Section of Credit Risk Premia and Expected Corporate Bond Returns

Number of pages: 63 Posted: 18 Feb 2021 Last Revised: 20 Apr 2021
Junbo Wang, Chunchi Wu and Zhenling Zhao
Dept. of Economics and Finance, City Univ. of HK, State University of New York at Buffalo and City University of Hong Kong (CityU) - Department of Economics and Finance
Downloads 74 (399,889)

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Credit risk premium, CDS spreads, expected bond returns, bond characteristics

3.

International Transmission of Information: A Study of the Relationship between the U.S. and Greek Stock Markets

Multinational Finance Journal, Vol. 3, No. 1, p. 19-40, 1999
Number of pages: 22 Posted: 17 Jul 2015
National and Kapodistrian University of Athens, University of Missouri at Saint Louis, State University of New York at Buffalo and Syracuse University
Downloads 18 (663,232)

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cointegration, clustering, EGARCH, heteroskedasticity, spillover