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

  • University of Queensland - Business School

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

SCHOLARLY PAPERS

5

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3,217

SSRN CITATIONS
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Top 27,917

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19

CROSSREF CITATIONS

14

Scholarly Papers (5)

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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 1,501 (15,499)
Citation 21

Abstract:

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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 1,041 (26,773)
Citation 12

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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 360 (104,814)

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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 174 (215,469)
Citation 4

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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 141 (256,554)

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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