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Commodity Futures Trading Commission (CFTC)
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Strategic asset allocation, hedge fund strategies, predictive regressions, out-of sample performance, certainty equivalent return
Hedge fund strategies, unconventional monetary policy, risk factors, modified event studies, Markov switching models, breakpoints tests
predictive regressions, forecasting, behavioral finance, heuristics, investor attention, information demand, Google search volume index, web-search-based forecasts
Corporate bond liquidity, dealer inventories, financial regulation, post-trade transparency, liquidity premium, cost of immediacy
Unconventional monetary policy, corporate bonds, term structure of Treasury yields, vector autoregression, Markov switching.
Derivatives, futures markets, high-frequency traders, market quality, intraday transactions data, panel estimation.
News content analysis, sentiment analysis, financial news, investor perception, the Great Recession, news anticipation, post-announcement drift, semi-strong market efficiency
Foreign exchange markets, FX swaps, FX forwards, FX futures, FX options, FX spot markets, COVID market stress
Economics classes, analytical skills, Cognitive Reflection Test, difference-in-difference estimation
Index CDS, single-name CDS, COVID market stress, swap dealers, hedge funds, asset managers, insurance companies, pension funds.
Endogenous growth, human capital, cyclical depreciation, learning by doing, long-run costs of recessions
Exchange rate comovements, Financial crisis, Cospectral analysis
Capital controls, Stock market volatility, Spectral analysis
Exchange rate volatility, spectral analysis, high-frequency components of volatility, macroeconomic and policy variables, panel estimation
Costs of recession, Endogenous growth, Embodied technology, Capital-labor complementarities
Student performance, Undergraduate economics, cognitive reflection, CRT
Equilibrium exchange rates, Spectral analysis, Plaza Accord, Euro
Wavelets in finance, Comovements, Financial futures, Commodity prices, Cross-spectrum in finance
Stock markets comovements, Geostatistics, Variogram, Kriging
Financial interdependence, comovements, European stock markets, PIIGS, Brexit, copulas, global financial crisis
Black-Litterman, GARCH, Global portfolio management