Concepedia

Du Du

DD

Statistics

Publications

6

Citations

270

H-Index

6

Active since

2009

Affiliations

City University of Hong Kong(Current)

University of Toronto

Hong Kong University of Science and Technology

Du Du is an author at City University of Hong Kong specializing in economics, asset pricing, and finance.

ORCID

Top concepts

Publications per year

2009–2019

6

Publications

6

Time‐Varying Asset Volatility and the Credit Spread Puzzle

Du Du, Redouane Elkamhi, Jan Ericsson · The Journal of Finance · 2019 · 90 citations

, , +18

General equilibrium pricing of options with habit formation and event risks

Du Du · Journal of Financial Economics · 2010 · 85 citations

, , +10

The Pricing of Jump Propagation: Evidence from Spot and Options Markets

Du Du, Dan Luo · Management Science · 2017 · 38 citations

General equilibrium pricing of currency and currency options

Du Du · Journal of Financial Economics · 2013 · 26 citations

, , +5

Rare Disasters, Credit, and Option Market Puzzles

Peter Christoffersen, Du Du, Redouane Elkamhi · Management Science · 2016 · 18 citations

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