Rui Chen

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

9

DOWNLOADS

863

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

An Arbitrage-Free Nelson-Siegel Model with Unspanned Stochastic Volatility for the Pricing of Interest Rate Derivatives

Number of pages: 46 Posted: 14 Oct 2014
Rui Chen, Ke Du and Xiaoneng Zhu
Central University of Finance and Economics (CUFE), Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE) and Shanghai University of Finance and Economics
Downloads 217 (205,045)

Abstract:

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Term structures, Bond market, Arbitrage-free model, Unspanned stochastic volatility, Interest rate derivatives

2.

Industry Allocation of Equity Funds

Number of pages: 28 Posted: 22 Aug 2014
Rui Chen and Adam James Corbett
Central University of Finance and Economics (CUFE) and The University of Sydney - Discipline of Finance
Downloads 178 (244,662)

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Industry allocation, Fund flows, Fund performance, Style investing

3.

Mutual Fund Persistence Using Kalman Filter Models

Number of pages: 25 Posted: 14 Aug 2015 Last Revised: 30 Aug 2015
Adam James Corbett and Rui Chen
The University of Sydney - Discipline of Finance and Central University of Finance and Economics (CUFE)
Downloads 173 (250,644)

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Mutual funds, Performance persistence, Kalman Filter

4.

Dividend Growth Predictability and Stock Price Movement

Number of pages: 30 Posted: 04 Aug 2016
Min Zhu, Rui Chen and Ke Du
University of Queensland, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Downloads 115 (344,633)

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dividend growth, predictability, return decomposition

5.

Mutual Fund Managers’ Prior Work Experience and Their Investment Skills

Forthcoming in Financial Management
Number of pages: 34 Posted: 28 Sep 2017
Rui Chen and Min Zhu
Central University of Finance and Economics (CUFE) and University of Queensland
Downloads 102 (373,875)
Citation 4

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Managerial skills, stock-picking, market-timing, bootstrap

6.

Intertemporal Substitution, Precautionary Saving, and the Currency Risk Premia

Number of pages: 33 Posted: 10 May 2018 Last Revised: 19 Oct 2020
Rui Chen, Ke Du and Jun Liu
Central University of Finance and Economics (CUFE), Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE) and University of California, San Diego (UCSD) - Rady School of Management
Downloads 53 (535,353)

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Interest rates, exchange rates, currency risk premia, intertemporal substitution, precautionary saving

7.

Credit Choices and its Effect on Firm Growth: The Case of Smes in Vietnam

Number of pages: 28 Posted: 24 Jun 2022
Thuy Linh Duong and Rui Chen
Central University of Finance and Economics and Central University of Finance and Economics (CUFE)
Downloads 19 (745,026)

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formal finance, informal finance, financing choice, credit choice, firm growth, Vietnam.

8.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 4 (897,722)
Citation 1

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9.

Australian Bond Excess Returns: An Asset Allocation Perspective

Australian Economic Papers, Vol. 56, Issue 2, pp. 163-173, 2017
Number of pages: 11 Posted: 07 Jun 2017
Rui Chen, Meng Wang and Jiri Svec
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and The University of Sydney - Discipline of Finance
Downloads 2 (923,942)

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