Rotterdam, 3011 AG
Netherlands
Robeco Asset Management
SSRN RANKINGS
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Volatility risk premium, Term structure, Swaptions, Straddles, Bonds, Interest rate derivatives
Carry, Predictability, Betting-Against-Beta, Government Bonds
Sovereign credit risk, structural model, emerging debt
Bond return predictability, mean-reversion, realized jumps
political risk, government bond debt, credit rating, emerging debt
Market timing, emerging debt, government bonds, bond momentum