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
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Top 13,276

in Total Papers Downloads

2,885

CITATIONS
Rank 15,844

SSRN RANKINGS

Top 15,844

in Total Papers Citations

22

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 1,361 (9,844)
Citation 17

Abstract:

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 954 (18,196)
Citation 5

Abstract:

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 328 (69,871)

Abstract:

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

4.

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 69 (209,814)

Abstract:

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

5.

Modeling Municipal Yields with (and without) Bond Insurance

Claremont McKenna College Robert Day School of Economics and Finance Research Paper
Number of pages: 61 Posted: 12 Oct 2015 Last Revised: 16 Jun 2017
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 Bradford - School of Management and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (290,255)

Abstract: