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Gainesville, FL 32611
United States
University of Florida
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Market co-movement, contagion, signal extraction, macroeconomic news, dispersion of beliefs
factor risk premia, nonlinear risk-return relation, stock-market volatility, intermediary asset pricing, illiquidity risk
ASC 842, Capital Structure, Discount Rate, Operating Lease, Secured Debt
stock and bond market return linkages, stock implied volatility, stock turnover
Peer effects, Superstar effect, Tiger Woods effect, Tournament incentives, golf.
REIT returns, inflation shocks, economic states
PGA TOUR, FedExCup, simulation, tournaments
Market risk premia, asset pricing econometrics, simulation
Flight to Safety, Macro Finance, Capital Markets, Real Estate, Asset Pricing
Leverage Cycle, Loan-to-Value, Commercial Real Estate, VAR
equity capital cost, standard error, filtering, risk premium decomposition
mortgage, subprime, default, prepayment, gateway cities, race, ethnicity, immigrant status
Collateral, capital structure, corporate real estate, investment, asset risk
Stock Returns, Inflation Shocks, Inflation Expectations, Uncertain Economic States, Economic Growth, the Equity Premium, Forward Equity Yields
Treasury yields, economic uncertainty, precautionary savings, consumption smoothing, risk aversion
Term Structure, Forward Interest Rates, Macroeconomic Risk, Term Risk Premia
Equity Risk, Term Structure, Bond Volatility
Regime-switching, Stock and Bond Return Correlations, Flight-to-Quality, Liquidity
Equity Risk, Treasury Bond Prices, Bond Risk Premia, Stochastic Volatility
Return comovements, implied volatility
Stock-bond return correlations, stock market uncertainty, turnover
Macroeconomic news, volatility custering
