Skip to content
Open menu Close menu

Dr Xiaoxia Ye

PositionLecturer in Finance
LocationUniversity of Bradford School of Management
Emm Lane
West Yorkshire
DepartmentSchool of Management
Telephone+44 (0)1274 234193

Teaching and Supervisory Responsibilities

Asset Price, Fixed Income Securities, Corporate Finance


Xiaoxia Ye has a Ph.D. in Finance from WISE, Xiamen University. Prior to his lectureship in University of Bradford School of Management, Xiaoxia worked in Stockholm Business School and National University of Singapore. More about his research can be found on his personal website:

Study History

BA (Econ), PhD (Finance)

Research Areas

  • Empirical and Theoretical Asset Pricing (with a special interest in the fixed income markets)
  • Financial Intermediation and Banking
  • Monetary Economics
  • Financial Econometrics




Refereed journal articles

Counter-Credit-Risk Yield Spreads: A Puzzle in China’s Corporate Bond Market (with Jian Luo and May Hu, online appendix, forthcoming version available online at International Review of Finance, June 2016, Volume 16, Issue 2, pages 203–241

A New Approach to Measuring Market Expectations and Term Premia, Journal of Fixed Income, Spring 2015, Vol. 24, No. 4: pp. 22-46 (previously titled "Market Expectations, Term Premia, and the Short Rate in the Term Structure of Interest Rates" )

Optimizing Enterprise Risk Management: a literature review and critical analysis of the work of Wu and Olson (with Yongrok Choi, Amanda Luo, and Lu Zhao), Annals of Operations Research, February 2015, DOI 10.1007/s10479-015-1789-5

Exploring Statistical Arbitrage Opportunities in the Term Structure of CDS Spreads (with Robert Jarrow and Haitao Li, available online at

Modeling Municipal Yields with (and without) Bond Insurance (with Ethan Namvar and Fan Yu, available online at, R&R at Management Science)

A Unified HJM Approach to Non-Markov Gaussian Dynamic Term Structure Models: International Evidence (with Haitao Li and Fan Yu, available online at

How Does the Market View Bank Regulatory Capital Forbearance Policies? (with Van Son Lai, available online at

Share this


Latest blog posts:

7 December - Google Top Black Talent programme – my experience

30 October - My placement at Walker Foster Solicitors

28 September - How can your business take advantage of your local university?

Read the School of Management blog