Found 4 results for your keywords: author="Li, Haitao"

Are Liquidity and information risks priced in the treasury bond market?

1
(Li, Haitao) (Junbo Wang) (Chunchi Wu) (Yan He)

Interest rate caps "smile" too! but can the LIBOR market models capture the smile?

1
(Jarrow, Robert) (Li, Haitao) (Zhao, Feng)

Unspanned stochastic volatility: evidence from hedging interest rate derivatives

1
(Li, Haitao) (Zhao, Feng)

Survival bias and the equity premium puzzle

1
(Li, Haitao) (Xu, Yuewu)