Counterparty risk and the pricing of defaultable securities RA Jarrow, F Yu the Journal of Finance 56 (5), 1765-1799, 2001 | 1128 | 2001 |
Accounting transparency and the term structure of credit spreads F Yu Journal of Financial Economics 75 (1), 53-84, 2005 | 598 | 2005 |
Default risk and diversification: Theory and empirical implications RA Jarrow, D Lando, F Yu Mathematical Finance 15 (1), 1-26, 2005 | 408 | 2005 |
Risk and return in fixed-income arbitrage: Nickels in front of a steamroller? J Duarte, FA Longstaff, F Yu The Review of Financial Studies 20 (3), 769-811, 2007 | 386 | 2007 |
The determinants of operational risk in US financial institutions A Chernobai, P Jorion, F Yu Journal of Financial and Quantitative Analysis 46 (6), 1683-1725, 2011 | 317* | 2011 |
The information content of option-implied volatility for credit default swap valuation C Cao, F Yu, Z Zhong Journal of Financial Markets 13 (3), 321-343, 2010 | 291 | 2010 |
CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS F Yu Mathematical Finance 17 (2), 155-173, 2007 | 236* | 2007 |
Endogenous liquidity in credit derivatives J Qiu, F Yu Journal of Financial Economics 103 (3), 611-631, 2012 | 231 | 2012 |
How profitable is capital structure arbitrage? F Yu Financial Analysts Journal 62 (5), 47-62, 2006 | 198 | 2006 |
The market for corporate control and the cost of debt J Qiu, F Yu Journal of Financial Economics 93 (3), 505-524, 2009 | 164 | 2009 |
Default correlation in reduced-form models F Yu Journal of Investment Management 3 (4), 33-42, 2005 | 134* | 2005 |
Credit derivatives and analyst behavior GE Batta, J Qiu, F Yu The Accounting Review 91 (5), 1315-1343, 2016 | 122* | 2016 |
Modeling expected return on defaultable bonds F Yu Available at SSRN 291065, 2002 | 84 | 2002 |
Local government implicit debt and the pricing of lgfv bonds LX Liu, Y Lyu, F Yu Available at SSRN 4075341, 2021 | 55* | 2021 |
Pricing credit default swaps with option-implied volatility C Cao, F Yu, Z Zhong Financial Analysts Journal 67 (4), 67-76, 2011 | 39 | 2011 |
Is investor misreaction economically significant? Evidence from short‐and long‐term S&P 500 index options C Cao, H Li, F Yu Journal of Futures Markets 25 (8), 717-752, 2005 | 32 | 2005 |
Social learning and parameter uncertainty in irreversible investments: evidence from greenhouse adoption in northern China H Wang, F Yu, T Reardon, J Huang, S Rozelle China Economic Review 27, 104-120, 2013 | 30 | 2013 |
Modeling municipal yields with (and without) bond insurance AL Chun, E Namvar, X Ye, F Yu Management Science 65 (8), 3694-3713, 2019 | 29 | 2019 |
Are credit ratings relevant in China’s corporate bond market? R Dhawan, F Yu The Chinese Economy 48 (3), 235-250, 2015 | 29 | 2015 |
Credit risk spillovers and cash holdings J Lei, J Qiu, C Wan, F Yu Journal of Corporate Finance 68, 101965, 2021 | 28 | 2021 |