1

Monetary policy regimes and the term structure of interest rates

Year:
2013
Language:
english
File:
PDF, 365 KB
english, 2013
4

Alternative models for stock price dynamics

Year:
2003
Language:
english
File:
PDF, 551 KB
english, 2003
5

Sources of Entropy in Representative Agent Models

Year:
2014
Language:
english
File:
PDF, 621 KB
english, 2014
6

No-arbitrage macroeconomic determinants of the yield curve

Year:
2010
Language:
english
File:
PDF, 1.09 MB
english, 2010
7

Model Specification and Risk Premia: Evidence from Futures Options

Year:
2007
Language:
english
File:
PDF, 346 KB
english, 2007
9

Crash Risk in Currency Returns

Year:
2018
Language:
english
File:
PDF, 1.67 MB
english, 2018
12

Disasters Implied by Equity Index Options

Year:
2011
Language:
english
File:
PDF, 725 KB
english, 2011
13

The term structure of inflation expectations

Year:
2012
Language:
english
File:
PDF, 889 KB
english, 2012
15

On the Role of Risk Premia in Volatility Forecasting

Year:
2007
Language:
english
File:
PDF, 2.03 MB
english, 2007
17

On the Role of Risk Premia in Volatility Forecasting

Year:
2007
Language:
english
File:
PDF, 432 KB
english, 2007
18

Understanding Index Option Returns

Year:
2009
Language:
english
File:
PDF, 2.85 MB
english, 2009
19

Disasters Implied by Equity Index Options

Year:
2011
Language:
english
File:
PDF, 3.47 MB
english, 2011
34

Empirical reverse engineering of the pricing kernel

Year:
2003
Language:
english
File:
PDF, 512 KB
english, 2003
45

10.1038/34675

Year:
1998
Language:
english
File:
PDF, 323 KB
english, 1998