Jeremy J. Graveline

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 27,675

SSRN RANKINGS

Top 27,675

in Total Papers Downloads

1,357

CITATIONS
Rank 21,026

SSRN RANKINGS

Top 21,026

in Total Papers Citations

14

Scholarly Papers (5)

1.

The Cost of Short-Selling Liquid Securities

Journal of Finance, Forthcoming
Number of pages: 35 Posted: 13 Mar 2009 Last Revised: 10 Sep 2011
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and affiliation not provided to SSRN
Downloads 466 (44,234)
Citation 4

Abstract:

On The Run Treasuries, Short Selling, Liquidity

2.

Trading in Derivatives When the Underlying is Scarce

Number of pages: 50 Posted: 20 Nov 2011 Last Revised: 21 Aug 2013
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and affiliation not provided to SSRN
Downloads 256 (84,707)
Citation 1

Abstract:

Scarcity, Short-selling, Price distortions, Derivatives, Regulation

3.

Crash Risk in Currency Returns

Number of pages: 70 Posted: 16 Mar 2012 Last Revised: 03 Apr 2015
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, affiliation not provided to SSRN and Swedish House of Finance
Downloads 244 (74,815)
Citation 5

Abstract:

currency speculation, crashes, jumps, entropy, Bayesian MCMC

Exchange Rate Determination, Risk Sharing and the Asset Market View

AFA 2013 San Diego Meetings Paper, Economic Research Initiatives at Duke (ERID) Working Paper No. 139
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 30 Jan 2013
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and affiliation not provided to SSRN
Downloads 197 (129,878)
Citation 1

Abstract:

exchange rates, marginal utility, no arbitrage, stochastic discount factors

On the Asset Market View of Exchange Rates

NBER Working Paper No. w18646
Number of pages: 73 Posted: 22 Dec 2012
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and affiliation not provided to SSRN
Downloads 4 (557,315)
Citation 1

Abstract:

5.

Sources of Risk in Currency Returns

CEPR Discussion Paper No. DP8745
Number of pages: 53 Posted: 20 Jan 2012
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, affiliation not provided to SSRN and Swedish House of Finance
Downloads 8 (513,708)
Citation 3
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Abstract:

Bayesian MCMC, carry trades, exchange rates, implied volatility, jumps

Other Papers (2)

Total Downloads: 343    Citations: 20
1.

Who Makes On-The-Run Treasuries Special?

AFA 2006 Boston Meetings Paper
Posted: 22 Mar 2005
Jeremy J. Graveline and Matthew R. McBrady
affiliation not provided to SSRN and University of Virginia - Darden School of Business
Downloads 239
Citation 9

Abstract:

2.

Do Options Contain Information About Excess Bond Returns?

AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 20 Mar 2006
Caio Almeida, Jeremy J. Graveline and Scott Joslin
Getulio Vargas Foundation, affiliation not provided to SSRN and University of Southern California
Downloads 81
Citation 11

Abstract: