Jun Liu

Finance · with Longstaff · 2000–2007

A researcher in the Science corpus: 8 papers; trusts 21 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

Whom Jun Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. G. Duffee
  3. George K. Chacko
  4. David S. Bates
  5. Qiang Dai
  6. Hua He
  7. Francis A. Longstaff
  8. John Y. Campbell
  9. Luis M. Viceira
  10. Kenneth J. Singleton

Who trusts Jun Liu overall

  1. Holger Kraft
  2. Nicole Branger
  3. Mark Broadie
  4. Francis A. Longstaff
  5. Marek Musiela
  6. Sanjiv Ranjan Das
  7. Andrea Buraschi
  8. Hui Chi Chen
  9. Jin E. Zhang
  10. Stephen J. Taylor

Papers from Jun Liu's perspective

Ordered by how strongly the researchers Jun Liu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Explaining the Rate Spread on Corporate Bonds
  7. The Pricing of Options and Corporate Liabilities
  8. Consumption, aggregate wealth and expected stock returns
  9. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  10. Term Structure Dynamics in Theory and Reality

Their papers