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Publications by Liuren Wu
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
SSRN Electronic Journal
Design and Estimation of Multi-Currency Quadratic Models
SSRN Electronic Journal
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
SSRN Electronic Journal
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Momentum and the Term Structure of Interest Rates
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Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?
Brookings Papers on Economic Activity
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Uncovered Interest Rate Parity and the Term Structure
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Short-Term Interest Rates
OECD Economic Outlook, Volume 2014 Issue 1
The Changing Behavior of the Term Structure of Interest Rates
Quarterly Journal of Economics
Economics
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