albert lee chun

Albert Lee Chun

Assistant Professor of Finance

Research Interests

Asset Pricing, Term Structure Modeling, Macro-Finance, Forecasting

Publications

Expectations, Bond Yields, and Monetary Policy,Review of Financial Studies(2011) 24(1): 208-247
first published online October 1, 2010 doi:10.1093/rfs/hhq090.  (Abstract) (PDF) (CFA Digest Summary)

Working Papers

A Forward-looking Model of the Term Structure of Interest Rates (Coming soon!)

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

An Intensity-based Model for Pricing Variable Coupon Bonds

2011 Presentations

Albert's Links

Contact Information

                                                                      
Albert Lee Chun
Copenhagen Business School
Solbjerg Plads 3 A4.29
2000 Frederiksberg
Denmark

Phone (Office): (+45) 38 15 30 58
Fax (Office): (+45) 38 15 36 00

Email: albertleechun at gmail

Calls to the following number will be forwarded to my office and Skype voicemail:
Phone (California): +1 (951) 824-8855
Skype: Berto008
Skype Me™!





Albert Chun Albert L. Chun