Author

Albert Lee Chun

Institution: Rensselaer Polytechnic Institute

Observed institutions: The University of Queensland, Rensselaer Polytechnic Institute, Copenhagen Business School

OpenAlex ID: A5059635393

Expectations, Bond Yields, and Monetary Policy

2010 · Albert Lee Chun · Review of Financial Studies · 135

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

2011 · Albert Lee Chun · SSRN Electronic Journal · 28

Modeling Municipal Yields With (and Without) Bond Insurance

2015 · Albert Lee Chun, Ethan Namvar, et al. · Management Science · 25

Adjusting Futures Forecasts of Federal Reserve Policy: Risk-Premia or Expectational Errors?

2013 · Albert Lee Chun, Olfa Maalaoui · SSRN Electronic Journal · 2

A Forward-Looking Model of the Term Structure of Interest Rates

2012 · Albert Lee Chun · SSRN Electronic Journal

An Intensity-Based Model for Pricing Variable Coupon Bonds

2005 · Albert Lee Chun · SSRN Electronic Journal

Works count: 6

Citation count: 190

H-index: 3

I10-index: 3