Concepedia

Ren‐Raw Chen

RC

28

Publications

1.8K

Citations

19

H-Index

1992

Active since

Affiliations

Rutgers, The State University of New Jersey(Current)

Fordham University

Rutgers Sexual and Reproductive Health and Rights

Morgan Stanley (United Kingdom)

Yale University

Ren‐Raw Chen is an author at Rutgers, The State University of New Jersey specializing in finance, business, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsManagementEconomic AnalysisOption PricingFinancial CrisisEmpirical Finance

Publications per year

1992–2016

28

Publications

28

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

Ren‐Raw Chen, Louis O. Scott · The Journal of Fixed Income · 1993 · 591 citations

Dynamic Economic Model, Economics, Term Structure Model +11

Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1

Ren‐Raw Chen, Louis O. Scott · Review of Financial Studies · 1992 · 188 citations

Cox-ingersoll-ross Model, Interest Rate Options, Option Pricing +14

Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model

Ren‐Raw Chen, Louis O. Scott · The Journal of Real Estate Finance and Economics · 2003 · 159 citations

Pricing the term structure of inflation risk premia: Theory and evidence from TIPS

Ren‐Raw Chen, Bo Liu, Xiaolin Cheng · Journal of Empirical Finance · 2010 · 84 citations

Empirical Finance, Economics, Term Structure Model +8

Corporate Credit Default Swap Liquidity and Its Implicationsfor Corporate Bond Spreads

Ren‐Raw Chen, Frank J. Fabozzi, Ronald Sverdlove · The Journal of Fixed Income · 2010 · 70 citations

Empirical Finance, Financial Risk Management, Liquidity +19

Rows per page

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