Fan Yu

Fan Yu

Claremont McKenna College

H-index: 20

North America-United States

About Fan Yu

Fan Yu, With an exceptional h-index of 20 and a recent h-index of 17 (since 2020), a distinguished researcher at Claremont McKenna College, specializes in the field of Credit risk, derivatives, fixed income securities.

His recent articles reflect a diverse array of research interests and contributions to the field:

Government Support and the Term Structure of Yield Spreads for Chinese SOEs

Customer-Supplier Relationships and Corporate Diversification

Accounting Transparency and the Implied Volatility Skew

Credit derivatives and corporate default prediction

State Ownership and the Term Structure of Yield Spreads: Evidence from China

Local government implicit debt and the pricing of lgfv bonds

Corporate Credit Derivatives

Credit risk spillovers and cash holdings

Fan Yu Information

University

Position

Professor of Financial Economics

Citations(all)

4618

Citations(since 2020)

1179

Cited By

3918

hIndex(all)

20

hIndex(since 2020)

17

i10Index(all)

25

i10Index(since 2020)

20

Email

University Profile Page

Claremont McKenna College

Google Scholar

View Google Scholar Profile

Fan Yu Skills & Research Interests

Credit risk

derivatives

fixed income securities

Top articles of Fan Yu

Title

Journal

Author(s)

Publication Date

Government Support and the Term Structure of Yield Spreads for Chinese SOEs

Available at SSRN 4299461

Yuanzhen Lyu

Fan Yu

2022/12/19

Customer-Supplier Relationships and Corporate Diversification

Available at SSRN 4239996

Jin Lei

Yan Wang

Fan Yu

2022/9/26

Accounting Transparency and the Implied Volatility Skew

Available at SSRN 4225996

Hitesh Doshi

Jan Ericsson

Stephen Szaura

Fan Yu

2022/6/24

Credit derivatives and corporate default prediction

Journal of Banking and Finance

Xiaoxia Ye

Fan Yu

Ran Zhao

2022/5

State Ownership and the Term Structure of Yield Spreads: Evidence from China

Yuanzhen Lyu

Fan Yu

2022

Local government implicit debt and the pricing of lgfv bonds

Available at SSRN 4075341

Laura Xiaolei Liu

Yuanzhen Lyu

Fan Yu

2021/12/1

Corporate Credit Derivatives

Available at SSRN 3917549

George E Batta

Fan Yu

2021/9/4

Credit risk spillovers and cash holdings

Journal of Corporate Finance

Jin Lei

Jiaping Qiu

Chi Wan

Fan Yu

2021/6/1

Property investment and rental rate under housing price uncertainty: a real options approach

Real Estate Economics

Honglin Wang

Fan Yu

Yinggang Zhou

2020/6

Unifying Gaussian Dynamic Term Structure Models from a Heath-Jarrow-Morton Perspective

European Journal of Operational Research

Haitao Li

Xiaoxia Ye

Fan Yu

2020/11

See List of Professors in Fan Yu University(Claremont McKenna College)

Co-Authors

H-index: 98
Thomas Reardon

Thomas Reardon

Michigan State University

H-index: 60
Francis Longstaff

Francis Longstaff

University of California, Los Angeles

H-index: 59
Philippe Jorion

Philippe Jorion

University of California, Irvine

H-index: 41
Robert Myers

Robert Myers

Michigan State University

H-index: 30
Charles Cao

Charles Cao

Penn State University

H-index: 28
Jiaping Qiu

Jiaping Qiu

McMaster University

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