Details about Junye Li
Access statistics for papers by Junye Li.
Last updated 2008-11-27. Update your information in the RePEc Author Service.
Jump to Journal Articles
- On bank credit risk: systemic or bank-specific? Evidence from the US and UK
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
- Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
- Self-Exciting Jumps, Learning, and Asset Pricing Implications
Review of Financial Studies, 2015, 28, (3), 876-912 View citations (11)
- Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
Journal of International Money and Finance, 2014, 41, (C), 46-64 View citations (7)
- On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom
Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1403-1442 View citations (6)
- Option-implied volatility factors and the cross-section of market risk premia
Journal of Banking & Finance, 2012, 36, (1), 249-260 View citations (4)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.