Author Page for Xiaolin Cheng

Xiaolin Cheng

Rutgers Business School - New Brunswick

94 Rockafeller Road

New Brunswick, NJ 08901

United States

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

Dynamic Interactions between Interest Rate, Credit, and Liquidity Risks: Theory and Evidence from the Term Structure of Credit Default Swap Spreads

Number of pages: 50 Posted: 16 Aug 2005

Ren-Raw Chen, Xiaolin Cheng and Liuren Wu

Fordham University - Gabelli School of Business, Rutgers Business School - New Brunswick and City University of New York, CUNY Baruch College - Zicklin School of Business

Downloads 1,874 (16,634)

Citation 29

Abstract:

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips

Number of pages: 50 Posted: 29 Sep 2005

Ren-Raw Chen, Bo Liu and Xiaolin Cheng

Fordham University - Gabelli School of Business, Rutgers Business School - New Brunswick and Rutgers Business School - New Brunswick

Downloads 1,272 (29,997)

Citation 22

Xiaolin Cheng

Rutgers Business School - New Brunswick

2

Top 29,981

3,146

Top 32,428

9

23

Scholarly Papers (2)

Dynamic Interactions between Interest Rate, Credit, and Liquidity Risks: Theory and Evidence from the Term Structure of Credit Default Swap Spreads

Abstract:

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips

Abstract: