Yan Liu

Finance · with Aiyar · 2015–2020

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yan Liu trusts overall

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

  1. G. Duffee
  2. Eric T. Swanson
  3. Glenn D. Rudebusch
  4. R. Gürkaynak
  5. Scott Joslin

Papers from Yan Liu's perspective

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

  1. Specification Analysis of Affine Term Structure Models
  2. Term premia and interest rate forecasts in affine models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. Bond Risk Premia
  5. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  6. A New Perspective on Gaussian Dynamic Term Structure Models
  7. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
  8. Information in (and not in) the Term Structure
  9. Shifting endpoints in the term structure of interest rates
  10. Estimating the Dimension of a Model

Their papers