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Canlin Li · Study
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Author
Canlin Li
18 works
· latest 2018
· 3 institutions
cluster: provisional
ORCID 0000-0002-1605-1537
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16
i10
18
Citations
2,765
Works here
18
03
06
07
08
12
13
14
17
18
Most cited in this library
Forecasting the Term Structure of Government Bond Yields
2003 · 1,838 citations
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
2008 · 261 citations
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
2012 · 104 citations
Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs
2014 · 86 citations
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
2007 · 70 citations
Works
18 shown
International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing
RePEc: Research Papers in Economics
·
2018
·
4 authors
·
preprint
14
citations
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
International Finance Discussion Paper
·
2018
·
4 authors
·
Open access
40
citations
Robustness of Long-Maturity Term Premium Estimates
FEDS Notes
·
2017
·
3 authors
·
Open access
39
citations
Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs
Finance and Economics Discussion Series
·
2014
·
2 authors
·
Open access
86
citations
Duration Risk versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements
Finance and Economics Discussion Series
·
2013
·
2 authors
·
Open access
63
citations
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
Finance and Economics Discussion Series
·
2012
·
1 author
·
Open access
104
citations
Expectations About the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates
SSRN Electronic Journal
·
2012
·
5 authors
·
preprint
·
Open access
40
citations
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
32
citations
Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates
Finance and Economics Discussion Series
·
2012
·
5 authors
·
Open access
24
citations
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
20
citations
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
12
citations
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Journal of Econometrics
·
2008
·
3 authors
261
citations
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
National Bureau of Economic Research
·
2007
·
3 authors
·
report
·
Open access
31
citations
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
70
citations
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration
Edward Elgar Publishing eBooks
·
2006
·
3 authors
·
chapter
25
citations
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
49
citations
Forecasting the Term Structure of Government Bond Yields
Journal of Econometrics
·
2003
·
2 authors
·
Open access
1,838
citations
Expectations about the Federal Reserve's balance sheet and the term structure of interest rates
RePEc: Research Papers in Economics
·
5 authors
·
preprint
·
Open access
17
citations