Author Page for Anh Le

The Price of Variance Risk

Chicago Booth Research Paper No. 15-31, Fama-Miller Working Paper

Number of pages: 74 Posted: 26 Jul 2014 Last Revised: 09 Oct 2015

Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez

Kellogg School of Management - Department of Finance, University of Chicago - Booth School of Business, University of North Carolina Kenan-Flagler Business School and Federal Reserve Board

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Citation 1

Abstract:

The Price of Variance Risk

NBER Working Paper No. w21182

Number of pages: 74 Posted: 18 May 2015

Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez

Kellogg School of Management - Department of Finance, University of Chicago - Booth School of Business, University of North Carolina Kenan-Flagler Business School and Federal Reserve Board

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Citation 1

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2.

Why Do Term Structures in Different Currencies Comove?

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2013-11

Number of pages: 86 Posted: 09 Feb 2012 Last Revised: 18 Feb 2014

Chotibhak Jotikasthira, Anh Le and Christian T. Lundblad

Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School

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Citation 1

Abstract:

3.

Risk and Return Trade-Off in the U.S. Treasury Market

Number of pages: 41 Posted: 03 Mar 2014

Eric Ghysels, Anh Le, Sunjin Park and Haoxiang Zhu

University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 178 (99,438)

Abstract:

4.

Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs

Number of pages: 38 Posted: 18 Mar 2011

Scott Joslin, Anh Le and Kenneth J. Singleton

University of Southern California, University of North Carolina Kenan-Flagler Business School and Stanford University - Graduate School of Business

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Citation 7

Abstract:

5.

Risk Premia in Gold Lease Rates

UNC Kenan-Flagler Research Paper No. 2013-16, Finance Down Under 2014 Building on the Best from the Cellars of Finance

Number of pages: 41 Posted: 20 Mar 2013 Last Revised: 31 Oct 2013

Anh Le and Haoxiang Zhu

University of North Carolina Kenan-Flagler Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 156 (120,747)

Abstract:

6.

Tractable Term Structure Models and the Zero Lower Bound

Number of pages: 48 Posted: 22 Nov 2015 Last Revised: 01 Dec 2015

Bruno Feunou, Jean-Sebastien Fontaine, Anh Le and Christian T. Lundblad

Bank of Canada, Bank of Canada, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School

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Anh Le

University of North Carolina Kenan-Flagler Business School

Assistant Professor of Finance

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Scholarly Papers (6)

The Price of Variance Risk

The Price of Variance Risk

Abstract:

The Price of Variance Risk

Abstract:

Why Do Term Structures in Different Currencies Comove?

Abstract:

Risk and Return Trade-Off in the U.S. Treasury Market

Abstract:

Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs

Abstract:

Risk Premia in Gold Lease Rates

Abstract:

Tractable Term Structure Models and the Zero Lower Bound

Abstract:

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