Albert Lee Chun
Economics and Econometrics · 2005
A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 17 citations into it; #12,094 of 23,481 by trust here, #20,730 by citations
- Finance — 13 citations into it; #5,607 of 10,518 by trust here, #9,027 by citations
Whom Albert Lee Chun trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Kenneth J. Singleton
- Qiang Dai
- G. Duffee
- Ken Kuttner
- Christina D. Romer
- Monika Piazzesi
- D. Romer
- Andrew Ang
- Bernt Øksendal
- John H. Cochrane
Who trusts Albert Lee Chun overall
Papers from Albert Lee Chun's perspective
Ordered by how strongly the researchers Albert Lee Chun trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Fiscal Policy and the Term Structure of Interest Rates
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- Specification Analysis of Affine Term Structure Models
- Term Structure Dynamics in Theory and Reality
- Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
- The Fed and Interest Rates - A High-Frequency Identification
- Central Bank Talk: Does It Matter and Why?
- The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
Their papers
- Expectations, Bond Yields and Monetary Policy (2005) — 127 citations