Zi-Yi Guo

Dr. Zi-Yi Guo received his PhD degree in Economics from Vanderbilt University. His research focuses on empirical asset pricing, financial econometrics and quantitative risk management. He has served as a referee for the Journal of Econometrics, Journal of Money, Credit, and Banking, Macroeconomic Dynamics, Journal of International Economics, China Economic Review, Economic Modelling, Review of Quantitative Finance and Accounting, Finance Research Letters, Emerging Markets Finance and Trade, and many others.

Articles by Zi-Yi Guo

Original research

Bias-corrected estimators for the Vasicek model: an application in risk measure estimation

The author evaluates the usefulness of bias-correction methods in enhancing the Vasicek model for market risk and counterparty risk management practices.

05 Feb 2021

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