Chapel Hill, NC 27599-3490
University of North Carolina Kenan-Flagler Business School
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variance swaps, volatility pricing, VIX, asset pricing, disasters
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Macro-finance term structure model, interest rates, cross-country comovement
bond risk premium, stochastic volatility, term structure models
No-Arbitrage, Gaussian Macro-Finance Term Structure Models
gold lease rates, risk premia, term structure, unspanned risk
Term Structure, Zero Lower Bound, Stochastic Dominance, No-arbitrage
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