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Nan Li


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Personal Details

First Name: Nan
Middle Name:
Last Name: Li

RePEc Short-ID: pli395

Email: [This author has chosen not to make the email address public]
Postal Address:


Department of Business and Economics
California University of Pennsylvania
Location: California, Pennsylvania (United States)
Phone: (412)938-5715
Postal: California, PA 15419
Handle: RePEc:edi:dbcupus (more details at EDIRC)


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Working papers

  1. Li, Nan, 2004. "The Implied Benchmark Rate in the Credit Default Swap Market of Sovereign Bonds," MPRA Paper 10014, University Library of Munich, Germany.


  1. Nan Li, 2009. "The price discovery process in credit derivative market: evidence from sovereign CDS market," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(4), pages 393-407.


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