Albert Lee Chun

University of Queensland - Business School

Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology

110 8th St

Troy, NY 12180

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,884

SSRN RANKINGS

Top 16,884

in Total Papers Downloads

3,125

SSRN CITATIONS
Rank 30,391

SSRN RANKINGS

Top 30,391

in Total Papers Citations

11

CROSSREF CITATIONS

14

Scholarly Papers (5)

1.

Expectations, Bond Yields and Monetary Policy

Review of Financial Studies, October 1, 2010 , AFA 2006 Boston Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 44 Posted: 19 Mar 2005 Last Revised: 29 Nov 2010
Albert Lee Chun
University of Queensland - Business School
Downloads 1,472 (13,358)
Citation 15

Abstract:

Loading...

term structure, interest rates, affine model, forward-looking policy rules, macro-finance, no-arbitrage, blue chip forecasts, survey data

2.

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

EFA 2009 Bergen Meetings Paper
Number of pages: 183 Posted: 22 Nov 2006 Last Revised: 03 Feb 2013
Albert Lee Chun
University of Queensland - Business School
Downloads 1,008 (23,733)
Citation 12

Abstract:

Loading...

Blue Chip Financial Forecasts, Term Structure of Interest Rates, Analysts, Survey Data, Qrinkage, Shrinkage, Forecast Evaluation

3.

An Intensity-Based Model for Pricing Variable Coupon Bonds

Number of pages: 13 Posted: 14 Jun 2005
Albert Lee Chun
University of Queensland - Business School
Downloads 356 (91,603)

Abstract:

Loading...

step-up bond, affine term structure, credit-sensitive bond

4.

Modeling Municipal Yields with (and without) Bond Insurance

Forthcoming, Management Science, Claremont McKenna College Robert Day School of Economics and Finance Research Paper
Number of pages: 61 Posted: 12 Oct 2015 Last Revised: 30 Oct 2018
Albert Lee Chun, Ethan Namvar, Xiaoxia Ye and Fan Yu
University of Queensland - Business School, University of California, Berkeley - Haas School of Business, University of Liverpool Management School and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 151 (212,211)
Citation 1

Abstract:

Loading...

Municipal bonds; bond insurance; monoline; default risk; liquidity risk; term structure modeling

5.

A Forward-Looking Model of the Term Structure of Interest Rates

Number of pages: 62 Posted: 20 Mar 2012 Last Revised: 02 Jul 2016
Albert Lee Chun
University of Queensland - Business School
Downloads 138 (228,186)

Abstract:

Loading...

macro-term structure models, multiple-horizon forward-looking monetary policy rule, forecast based policy rule, bond risk premia, Blue Chip Financial Forecasts, survey expectations, macro-finance, yield curve