Wei Yang

Finance · with Dai · 2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Wei Yang trusts overall

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

  1. Qiang Dai
  2. G. Duffee
  3. Andrew Ang
  4. Kenneth J. Singleton

Papers from Wei Yang's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Term Structure Dynamics in Theory and Reality
  4. Regime Switches in Interest Rates
  5. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  6. The Term Structure of Real Rates and Expected Inflation
  7. Generalized autoregressive conditional heteroskedasticity
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. Specification Analysis of Affine Term Structure Models
  10. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields

Their papers