Author Page for Hairui Zhang

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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

Jan Annaert, Anouk G. P. Claes, Marc J. K. de Ceuster and Hairui Zhang

University of Antwerp Department of Accounting & Finance, Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen

Downloads 1,969 (8,615)

Citation 5

Abstract:

The Estimation of Svensson Model Term Structures and Their Volatilities

Number of pages: 33 Posted: 08 May 2012

Jan Annaert, Anouk G. P. Claes, Marc J. K. de Ceuster and Hairui Zhang

University of Antwerp Department of Accounting & Finance, Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen

Downloads 426 (75,998)

Citation 1

Abstract:

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, University of Antwerp - Antwerp Management School and Universiteit Antwerpen

Downloads 29 (522,292)

Hairui Zhang

Universiteit Antwerpen

University of Antwerp - Antwerp Management School

Facultés Universitaires Saint Louis à Bruxelles

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Scholarly Papers (3)

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

Abstract:

The Estimation of Svensson Model Term Structures and Their Volatilities

Abstract:

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

Abstract: