Yaoyuan Zhang

HKU Business School

Pokfulam Road

Hong Kong, Pokfulam HK

China

SCHOLARLY PAPERS

3

DOWNLOADS

700

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Dollar and Carry Redux

Number of pages: 68 Posted: 13 Jul 2022 Last Revised: 21 Nov 2023
The University of Hong Kong, The University of Hong Kong, Boston University - Department of Finance & Economics and HKU Business School
Downloads 285 (197,056)

Abstract:

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Foreign Exchange, Dollar, Carry, Conditional, Factor, Pricing Model

2.

Salience Theory and Corporate Bond Pricing

Number of pages: 36 Posted: 30 Sep 2022 Last Revised: 23 Oct 2022
Tse-Chun Lin and Yaoyuan Zhang
The University of Hong Kong - Faculty of Business and Economics and HKU Business School
Downloads 220 (254,241)

Abstract:

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Salience theory, Limited attention, Downside returns, Corporate bond pricing, Cross-sectional return predictability

3.

Global Evidence on Unspanned Macro Risks in Dynamic Term Structure Models

Number of pages: 64 Posted: 28 May 2021 Last Revised: 23 May 2022
Michel van der Wel and Yaoyuan Zhang
Erasmus University Rotterdam and HKU Business School
Downloads 195 (283,952)

Abstract:

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Yield curve, Term structure models, Macro-finance, Unspanned macro risks, International markets