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  1. China's Corporate Bond Market Explained

    Article • International Review of Finance, March 2016, Wiley

    Dr. Xiaoxia Ye

  2. Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Dr. Xiaoxia Ye

  3. A New Approach to Measuring Market Expectations and Term Premia

    Article • The Journal of Fixed Income, March 2015, Institutional Investor Journals

    Dr. Xiaoxia Ye

  4. Modeling Municipal Yields with (and without) Bond Insurance

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Dr. Xiaoxia Ye

  5. Exploring Statistical Arbitrage Opportunities in the Term Structure of CDS Spreads

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Dr. Xiaoxia Ye

  6. A Unified Heath-Jarrow-Morton Approach to Gaussian Dynamic Term Structure Models

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr. Xiaoxia Ye

  7. How Does the Market View Bank Regulatory Capital Forbearance Policies?

    Article • SSRN Electronic Journal, Elsevier

    Dr. Xiaoxia Ye

  8. Applying Linear Realization Theory to HJM Markovian Representation

    Article • SSRN Electronic Journal, Elsevier

    Dr. Xiaoxia Ye

  9. Market Expectations of the Short Rate and the Term Structure of Interest Rates: A New Perspective from the Classic Model

    Article • SSRN Electronic Journal, Elsevier

    Dr. Xiaoxia Ye