Hairui Zhang

Universiteit Antwerpen

Prinsstraat 13

Antwerp, 2000

Belgium

http://https://www.uantwerpen.be/en/staff/hairui-zhang/

Antwerp Management School

Het Brantijser

Sint-Jacobsmarkt 9-13

Antwerp, 2000

Belgium

http://www.antwerpmanagementschool.be/en/faculty-research/faculty/zhang-hairui-e

Facultés Universitaires Saint Louis à Bruxelles

Boulevard du Jardin Botanique 43

Bruxelles, 1000

Belgium

http://www.usaintlouis.be/sl/4026048.html

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach

International Review of Economics & Finance, Forthcoming
Number of pages: 44 Posted: 08 May 2012 Last Revised: 16 Feb 2015
University of Antwerp Department of Accounting & Finance, Facultés Universitaires Saint-Louis, Faculté ESPO, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen
Downloads 661 (20,775)

Abstract:

Smoothed Bootstrap, Ridge Regression, Nelson-Siegel, Spot Rates

2.

The Estimation of Svensson Model Term Structures and Their Volatilities

Number of pages: 33 Posted: 08 May 2012
University of Antwerp Department of Accounting & Finance, Facultés Universitaires Saint-Louis, Faculté ESPO, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen
Downloads 321 (64,206)

Abstract:

Term Structure, Nelson-Siegel Model, Svensson Model, Ridge Regression

3.

Did Federal Funds Target Rate Changes Affect the Market Value of Insurance Companies?

Number of pages: 22 Posted: 23 Nov 2012
Marc J. K. de Ceuster, Jie Li and Hairui Zhang
University of Antwerp - Faculty of Applied Economics - City Campus, Antwerp Management School and Universiteit Antwerpen
Downloads 22 (423,661)

Abstract:

Interest rate shocks, Insurance companies, Federal funds target rate changes