Yacine Ait-Sahalia

Princeton University - Department of Economics

Director, Bendheim Center for Finance

Fisher Hall

Princeton, NJ 08544

United States

SCHOLARLY PAPERS

52

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Scholarly Papers (52)

1.
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Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Université Paris Dauphine, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
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non-standard errors, multi-analyst approach, liquidity

2.
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Citation 9

High Frequency Market Making: The Role of Speed

Number of pages: 63 Posted: 28 Sep 2013 Last Revised: 15 Dec 2021
Yacine Ait-Sahalia and Mehmet Saglam
Princeton University - Department of Economics and University of Cincinnati - Department of Finance - Real Estate
Downloads 3,472 (4,344)
Citation 9

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High Frequency Trading, Market Making, Liquidity, Poisson Processes, Stochastic Optimal Control.

High Frequency Traders: Taking Advantage of Speed

NBER Working Paper No. w19531
Number of pages: 52 Posted: 18 Oct 2013 Last Revised: 15 May 2022
Yacine Ait-Sahalia and Mehmet Saglam
Princeton University - Department of Economics and University of Cincinnati - Department of Finance - Real Estate
Downloads 117 (320,552)
Citation 2

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3.

The Term Structure of Variance Swaps and Risk Premia

Swiss Finance Institute Research Paper No. 18-37
Number of pages: 64 Posted: 27 Aug 2012 Last Revised: 14 May 2018
Yacine Ait-Sahalia, Mustafa Karaman and Loriano Mancini
Princeton University - Department of Economics, University of Zurich - Swiss Banking Institute (ISB) and USI Lugano - Institute of Finance
Downloads 2,618 (7,090)
Citation 36

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Variance Swap, Stochastic Volatility, Likelihood Approximation, Term Structure, Equity Risk Premium, Variance Risk Premium

4.

Non-Parametric Risk Management and Implied Risk Aversion

Number of pages: 49 Posted: 02 Jun 1998
Yacine Ait-Sahalia and Andrew W. Lo
Princeton University - Department of Economics and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 1,542 (16,522)
Citation 7

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5.

Implied Stochastic Volatility Models

Number of pages: 51 Posted: 01 Jun 2017 Last Revised: 21 Feb 2019
Yacine Ait-Sahalia, Chenxu Li and Chen Xu Li
Princeton University - Department of Economics, Peking University - Guanghua School of Management and Princeton University - Bendheim Center for Finance
Downloads 1,355 (20,116)
Citation 1

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implied volatility surface, stochastic volatility, option pricing, closed-form expansion

6.
Downloads 1,166 ( 25,089)
Citation 7

Principal Component Analysis of High Frequency Data

Chicago Booth Research Paper No. 15-39
Number of pages: 64 Posted: 19 Aug 2015 Last Revised: 22 Aug 2017
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,135 (25,664)

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Ito Semimartingale, High Frequency, Spectral Function, Eigenvalue, Eigenvector, Principal Components, Three Factor Model

Principal Component Analysis of High Frequency Data

NBER Working Paper No. w21584
Number of pages: 53 Posted: 28 Sep 2015 Last Revised: 24 Dec 2021
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 31 (625,619)
Citation 4

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7.

High Frequency Market Making: Implications for Liquidity

Number of pages: 45 Posted: 02 Feb 2017
Yacine Ait-Sahalia and Mehmet Saglam
Princeton University - Department of Economics and University of Cincinnati - Department of Finance - Real Estate
Downloads 801 (42,642)
Citation 19

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High Frequency Trading, Market Making, Duopoly, Liquidity, Order Cancellations, Competition for Order Flow, Financial Market Regulation, Tobin Tax, Order Resting Time, Order Cancellation Tax, Pro Rata Allocation

8.

Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data

Chicago Booth Research Paper No. 15-43
Number of pages: 43 Posted: 07 Oct 2015 Last Revised: 11 Oct 2016
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 742 (47,264)
Citation 12

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High-dimensional data, high-frequency, latent factor model, principal components, portfolio optimization

9.
Downloads 697 ( 51,491)
Citation 45

Luxury Goods and the Equity Premium

Journal of Finance, Vol. 59, No. 6, 2004
Number of pages: 60 Posted: 19 May 2003 Last Revised: 17 Jun 2009
Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo
Princeton University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 593 (62,416)
Citation 45

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Asset pricing, Consumption, Equity premium puzzle, Portfolio choice

Luxury Goods and the Equity Premium

NBER Working Paper No. w8417
Number of pages: 47 Posted: 17 Oct 2005 Last Revised: 23 Oct 2010
Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo
Princeton University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 104 (350,344)

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10.
Downloads 647 ( 56,551)
Citation 31

Variable Selection for Portfolio Choice

Rodney L. White Center for Financial Research Working Paper No. 21-00
Number of pages: 71 Posted: 12 Mar 2001
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Downloads 583 (63,773)
Citation 32

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Variable Selection for Portfolio Choice

NBER Working Paper No. w8127
Number of pages: 70 Posted: 18 Feb 2001 Last Revised: 18 Mar 2022
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Downloads 64 (464,810)

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When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 10 May 2021 Last Revised: 09 Dec 2021
Yacine Ait-Sahalia, Felix Matthys, Emilio Osambela and Ronnie Sircar
Princeton University - Department of Economics, ITAM, Board of Governors of the Federal Reserve System and Princeton University - Department of Operations Research and Financial Engineering
Downloads 422 (94,764)

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Volatility and Uncertainty Disconnect, Stochastic Volatility, Stochastic Uncertainty, Risk Aversion, Uncertainty Aversion

When Uncertainty and Volatility are Disconnected: Implications for Asset Pricing and Portfolio Performance

FEDS Working Paper No. 2021-63
Number of pages: 49 Posted: 19 Oct 2021
Yacine Ait-Sahalia, Felix Matthys, Emilio Osambela and Ronnie Sircar
Princeton University - Department of Economics, ITAM, Board of Governors of the Federal Reserve System and Princeton University - Department of Operations Research and Financial Engineering
Downloads 127 (303,532)

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Risk Aversion, Stochastic Uncertainty, Stochastic Volatility, Uncertainty Aversion, Volatility and Uncertainty Disconnect

When Uncertainty and Volatility are Disconnected: Implications for Asset Pricing and Portfolio Performance

NBER Working Paper No. w29195
Number of pages: 49 Posted: 30 Aug 2021 Last Revised: 10 Apr 2022
Yacine Ait-Sahalia, Felix Matthys, Emilio Osambela and Ronnie Sircar
Princeton University - Department of Economics, ITAM, Board of Governors of the Federal Reserve System and Princeton University - Department of Operations Research and Financial Engineering
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12.

Out of Sample Forecasts of Quadratic Variation

Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Number of pages: 36 Posted: 01 Jun 2006 Last Revised: 12 Nov 2008
Yacine Ait-Sahalia and Loriano Mancini
Princeton University - Department of Economics and USI Lugano - Institute of Finance
Downloads 549 (69,636)
Citation 4

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Market microstructure noise, high frequency data, measurement error, realized volatility, two scales realized volatility, out of sample forecasts.

13.

High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data

Number of pages: 37 Posted: 28 Jun 2010
Yacine Ait-Sahalia, Jianqing Fan and Dacheng Xiu
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Downloads 545 (70,434)
Citation 7

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Market microstructure noise, Covariance, Quasi-Maximum Likelihood Estimator, Refresh Time, Generalized Synchronization

14.

A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data

Chicago Booth Research Paper No. 16-06
Number of pages: 55 Posted: 07 Mar 2016 Last Revised: 21 Feb 2017
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 515 (75,380)
Citation 8

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Hausman test, market microstructure noise, realized volatility, QMLE, TSRV, preaveraging, super-efficiency, local power

15.

High-Frequency Factor Models and Regressions

Chicago Booth Research Paper No. 19-04
Number of pages: 50 Posted: 23 Jan 2019
Yacine Ait-Sahalia, Ilze Kalnina and Dacheng Xiu
Princeton University - Department of Economics, North Carolina State University - Department of Economics and University of Chicago - Booth School of Business
Downloads 486 (80,921)
Citation 1

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Factor Model, Time-Varying Betas, Fama-French Factors, Idiosyncratic Risk, Big Data

16.

Portfolio Choice in Markets with Contagion

Number of pages: 33 Posted: 05 Oct 2012 Last Revised: 27 Mar 2015
Yacine Ait-Sahalia and Thomas R. Hurd
Princeton University - Department of Economics and McMaster University - Department of Mathematics and Statistics
Downloads 465 (85,392)
Citation 5

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Merton problem, jumps, Hawkes process, mutual excitation, contagion, flight-to-quality

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

AFA 2011 Denver Meetings Paper
Posted: 03 Mar 2010
Yacine Ait-Sahalia and Jean Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 275 (151,631)
Citation 7

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Continuous-time models, semimartingales, jumps, volatility, spectrum, high frequency financial returns, market microstructure noise

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 40 Posted: 07 Oct 2009
Yacine Ait-Sahalia and Jean Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 145 (272,327)
Citation 2

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continuous-time models, semimartingales, jumps, volatility, spectrum, high frequency financial returns

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

NBER Working Paper No. w15808
Number of pages: 62 Posted: 15 Mar 2010 Last Revised: 13 Mar 2022
Yacine Ait-Sahalia and Jean M. Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 37 (589,212)

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18.

Nonparametric Transition-Based Tests for Jump-Diffusions

Number of pages: 54 Posted: 11 Jan 2007
Yacine Ait-Sahalia, Jianqing Fan and Heng Peng
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance and Hong Kong Baptist University (HKBU)
Downloads 434 (92,491)
Citation 7

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Generalized likelihood ratio tests, local linear fit, null distribution, jump-diffusions, Markovian processes, power, specification tests, transition density

Maximum-Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach

Number of pages: 52 Posted: 01 Jun 1998
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 380 (106,966)
Citation 4

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Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach

NBER Working Paper No. t0222
Number of pages: 48 Posted: 22 Sep 2000 Last Revised: 10 Feb 2022
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 46 (541,772)

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20.

From Tick Data to Semimartingales

Number of pages: 39 Posted: 09 Oct 2017
Yacine Ait-Sahalia and Jean M. Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 400 (101,630)

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Lévy Process, Semimartingale, Jumps, Scaling, Convergence, Tick by Tick, High Frequency, Continuous Time

21.

Estimation of the Continuous and Discontinuous Leverage Effects

Number of pages: 67 Posted: 19 Nov 2014 Last Revised: 02 Oct 2015
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance, University of Amsterdam - Department of Quantitative Economics (KE), Columbia University - Department of Statistics and Rutgers, The State University of New Jersey - Department of Economics
Downloads 394 (103,415)
Citation 6

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Consumption and Portfolio Choice with Option-Implied State Prices

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 26 Feb 2008
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Downloads 242 (172,246)

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Portfolio problem, martingale representation

Consumption and Portfolio Choice with Option-Implied State Prices

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 1 Posted: 13 Oct 2008
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Downloads 59 (484,402)

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Consumption and Portfolio Choice with Option-Implied State Prices

NBER Working Paper No. w13854
Number of pages: 48 Posted: 19 Mar 2008 Last Revised: 11 May 2022
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Downloads 38 (583,640)

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23.

Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both?

Chicago Booth Research Paper No. 14-11, Fama-Miller Working Paper
Number of pages: 39 Posted: 16 Apr 2014
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 318 (130,880)
Citation 5

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Quadratic covariation, continuous and jump components, overnight jumps, news surprises, financial crisis

24.

Mutual Excitation in Eurozone Sovereign CDS

SAFE Working Paper No. 51
Number of pages: 36 Posted: 19 May 2014 Last Revised: 02 Jun 2014
Yacine Ait-Sahalia, Roger J. A. Laeven and Loriana Pelizzon
Princeton University - Department of Economics, University of Amsterdam - Department of Quantitative Economics (KE) and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 308 (135,434)
Citation 8

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CDS, Sovereign risk, Systemic risk, Jumps, Feedback, Hawkes processes, Mutually exciting processes, Impulse-response

Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

Fisher College of Business Working Paper No. 2008-03-018, Charles A. Dice Working Paper No. 2008-19
Number of pages: 54 Posted: 15 Oct 2008 Last Revised: 27 Sep 2010
Yacine Ait-Sahalia and Robert L. Kimmel
Princeton University - Department of Economics and Independent
Downloads 213 (194,824)
Citation 6

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Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

NBER Working Paper No. t0286
Number of pages: 55 Posted: 06 Dec 2002 Last Revised: 15 Apr 2022
Yacine Ait-Sahalia and Robert L. Kimmel
Princeton University - Department of Economics and Independent
Downloads 55 (500,714)
Citation 3

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26.

Robust Consumption and Portfolio Policies When Asset Prices Can Jump

Journal of Economic Theory, 2019, 179, 1-56.
Number of pages: 73 Posted: 01 Jun 2017 Last Revised: 14 Jul 2020
Yacine Ait-Sahalia and Felix Matthys
Princeton University - Department of Economics and ITAM
Downloads 247 (169,484)
Citation 1

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Optimal consumption and portfolio selection, jumps, Levy processes, robust control, closed form solution

Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

NBER Working Paper No. w11380
Number of pages: 43 Posted: 04 Jul 2005 Last Revised: 05 Feb 2022
Yacine Ait-Sahalia, Per A. Mykland and Lan Zhang
Princeton University - Department of Economics, University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Downloads 131 (294,588)
Citation 2

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Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

Bundesbank Series 1 Discussion Paper No. 2005,30
Number of pages: 60 Posted: 08 Jun 2016
Yacine Ait-Sahalia, Per A. Mykland and Lan Zhang
Princeton University - Department of Economics, University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Downloads 101 (355,099)
Citation 6

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Market microstructure, Serial dependence, High frequency data, Realized volatility, Subsampling, Two Scales Realized Volatility

High Frequency Market Microstructure Noise Estimates and Liquidity Measures

Annals of Applied Statistics, Vol. 3, No. 1, pp. 422-457, 2009
Number of pages: 36 Posted: 27 Oct 2011
Yacine Ait-Sahalia and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 138 (283,197)
Citation 8

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High Frequency Market Microstructure Noise Estimates and Liquidity Measures

NBER Working Paper No. w13825
Number of pages: 42 Posted: 15 Feb 2008 Last Revised: 11 Apr 2022
Yacine Ait-Sahalia and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 61 (476,404)

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29.

Testing for Jumps in a Discretely Observed Process

Paris December 2007 Finance International Meeting AFFI
Number of pages: 36 Posted: 12 Dec 2007
Yacine Ait-Sahalia and Jean Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 199 (207,719)
Citation 33

Abstract:

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jumps, test, discrete, sampling, high frequency

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

NBER Working Paper No. w5351
Number of pages: 51 Posted: 20 Jul 2000 Last Revised: 14 Feb 2022
Yacine Ait-Sahalia and Andrew W. Lo
Princeton University - Department of Economics and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 166 (244,516)
Citation 1

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Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

Posted: 02 Aug 1998
Yacine Ait-Sahalia and Andrew W. Lo
Princeton University - Department of Economics and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

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Inference on Risk Premia in Continuous-Time Asset Pricing Models

Chicago Booth Research Paper No. 20-30
Number of pages: 46 Posted: 17 Sep 2020
Yacine Ait-Sahalia, Jean Jacod and Dacheng Xiu
Princeton University - Department of Economics, Université Paris VI Pierre et Marie Curie and University of Chicago - Booth School of Business
Downloads 163 (247,045)

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Two-pass regression, cross-section of expected returns, arbitrage pricing theory, high frequency data, long horizon, semimartingales

Inference on Risk Premia in Continuous-Time Asset Pricing Models

NBER Working Paper No. w28140
Number of pages: 46 Posted: 01 Dec 2020 Last Revised: 18 Nov 2021
Yacine Ait-Sahalia, Dacheng Xiu and Jean Jacod
Princeton University - Department of Economics, University of Chicago - Booth School of Business and Université Paris VI Pierre et Marie Curie
Downloads 2 (881,389)
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32.

How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis

IMF Working Paper No. 09/204
Number of pages: 50 Posted: 13 Oct 2009
Universität St. Gallen, International Monetary Fund (IMF) - European Department, affiliation not provided to SSRN, Princeton University - Department of Economics and International Monetary Fund (IMF)
Downloads 149 (265,631)

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Banks, Capital markets, Central banks, Data analysis, Databases, Financial crisis, Financial sector, Monetary policy, Spillovers, Statistics

33.

Nonparametric Risk Management and Implied Risk Aversion

NBER Working Paper No. w6130
Number of pages: 50 Posted: 20 Jul 2000 Last Revised: 03 Apr 2022
Yacine Ait-Sahalia and Andrew W. Lo
Princeton University - Department of Economics and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 145 (271,474)
Citation 2

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34.

How and When are High-Frequency Stock Returns Predictable?

Number of pages: 57 Posted: 03 May 2022
Yacine Ait-Sahalia, Jianqing Fan, Lirong Xue and Yifeng Zhou
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance, Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Princeton University - Princeton University
Downloads 132 (295,169)

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High-frequency returns, durations, predictability, millisecond, machine learning, random forests, LASSO, penalized regression.

35.

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data

NBER Working Paper No. w10111
Number of pages: 30 Posted: 19 Nov 2003 Last Revised: 17 Feb 2022
Lan Zhang, Yacine Ait-Sahalia and Per A. Mykland
University of Illinois at Chicago - Department of Finance, Princeton University - Department of Economics and University of Chicago - Department of Statistics
Downloads 110 (332,990)
Citation 51

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36.

Maximum Likelihood Estimation of Stochastic Volatility Models

NBER Working Paper No. w10579
Number of pages: 44 Posted: 06 Jul 2004 Last Revised: 30 May 2021
Yacine Ait-Sahalia and Robert L. Kimmel
Princeton University - Department of Economics and Independent
Downloads 102 (350,156)
Citation 6

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37.

Modeling Financial Contagion Using Mutually Exciting Jump Processes

NBER Working Paper No. w15850
Number of pages: 50 Posted: 29 Mar 2010 Last Revised: 24 Apr 2022
Yacine Ait-Sahalia, Julio Cacho-Diaz and Roger J. A. Laeven
Princeton University - Department of Economics, Princeton University - Department of Economics and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 99 (357,051)
Citation 20

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38.

Market Response to Policy Initiatives During the Global Financial Crisis

NBER Working Paper No. w15809
Number of pages: 51 Posted: 15 Mar 2010 Last Revised: 14 Mar 2021
Princeton University - Department of Economics, International Monetary Fund (IMF)German Council of Economic Experts, International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 76 (418,671)
Citation 6

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39.

Disentangling Volatility from Jumps

NBER Working Paper No. w9915
Number of pages: 45 Posted: 17 Oct 2005 Last Revised: 04 Feb 2022
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 76 (418,671)
Citation 10

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Testing Continuous-Time Models of the Spot Interest Rate

NBER Working Paper No. w5346
Number of pages: 42 Posted: 29 Jun 2000 Last Revised: 10 Feb 2022
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 70 (443,337)

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Testing Continuous-Time Models of the Spot Interest Rate

Posted: 10 Oct 1994
Yacine Ait-Sahalia
Princeton University - Department of Economics

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Testing Continuous-Time Models of the Spot Interest Rate

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 2
Posted: 29 May 1996
Yacine Ait-Sahalia
Princeton University - Department of Economics

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Nonparametric Pricing of Interest Rate Derivative Securities

NBER Working Paper No. w5345
Number of pages: 45 Posted: 20 Jul 2000 Last Revised: 09 Feb 2022
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 69 (446,801)

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Nonparametric Pricing of Interest Rate Derivative Securities

Posted: 07 Sep 1999
Yacine Ait-Sahalia
Princeton University - Department of Economics

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How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

NBER Working Paper No. w9611
Number of pages: 53 Posted: 17 Oct 2005 Last Revised: 16 Apr 2022
Yacine Ait-Sahalia and Per A. Mykland
Princeton University - Department of Economics and University of Chicago - Department of Statistics
Downloads 60 (480,418)
Citation 12

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How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

The Review of Financial Studies, Vol. 18, Issue 2, pp. 351-416, 2005
Posted: 29 Feb 2008
Yacine Ait-Sahalia
Princeton University - Department of Economics

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43.

Nonparametric Option Pricing Under Shape Restrictions

NBER Working Paper No. w8944
Number of pages: 51 Posted: 17 Oct 2005 Last Revised: 11 Dec 2021
Yacine Ait-Sahalia and Jefferson Duarte
Princeton University - Department of Economics and Rice University
Downloads 55 (492,689)
Citation 1

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44.

Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion

NBER Working Paper No. w8504
Number of pages: 46 Posted: 29 Sep 2001 Last Revised: 28 Mar 2022
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 52 (505,127)
Citation 3

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45.

Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment

NBER Working Paper No. w4544
Number of pages: 36 Posted: 29 Jun 2000 Last Revised: 03 Dec 2021
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 52 (505,127)

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46.

Closed-Form Likelihood Expansions for Multivariate Diffusions

NBER Working Paper No. w8956
Number of pages: 37 Posted: 24 May 2002 Last Revised: 23 Dec 2021
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 48 (522,519)
Citation 3

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47.

The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

NBER Working Paper No. w17592
Number of pages: 52 Posted: 15 Nov 2011 Last Revised: 26 Jan 2022
Yacine Ait-Sahalia, Jianqing Fan, Yingying Li and Yingying Li
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance and Hong Kong University of Science & Technology (HKUST), Dept of ISOM and Dept of FinanceHong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 44 (540,943)
Citation 7

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48.

Edgeworth Expansions for Realized Volatility and Related Estimators

NBER Working Paper No. t0319
Number of pages: 45 Posted: 22 Aug 2007 Last Revised: 18 May 2022
Yacine Ait-Sahalia, Lan Zhang and Per A. Mykland
Princeton University - Department of Economics, University of Illinois at Chicago - Department of Finance and University of Chicago - Department of Statistics
Downloads 38 (570,847)

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Dynamic Equilibrium and Volatility in Financial Asset Markets

NBER Working Paper No. w5479
Number of pages: 42 Posted: 14 Jul 2000 Last Revised: 23 Dec 2021
Yacine Ait-Sahalia
Princeton University - Department of Economics
Downloads 36 (595,135)

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Dynamic Equilibrium and Volatility in Financial Asset Markets

Posted: 30 Aug 1999
Yacine Ait-Sahalia
Princeton University - Department of Economics

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50.

The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions

NBER Working Paper No. t0276
Number of pages: 63 Posted: 11 Apr 2002 Last Revised: 13 Apr 2022
Yacine Ait-Sahalia and Per A. Mykland
Princeton University - Department of Economics and University of Chicago - Department of Statistics
Downloads 33 (598,226)

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51.

Estimating and Testing Continuous-Time Models in Finance: The Role of Transition Densities

Posted: 04 Jun 2010
Yacine Ait-Sahalia
Princeton University - Department of Economics

Abstract:

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52.

Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach

Posted: 15 Jul 2002
Yacine Ait-Sahalia
Princeton University - Department of Economics

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Other Papers (1)

Total Downloads: 185
1.

How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis

International Monetary Fund, WP No. 09/204, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 50 Posted: 25 Aug 2009 Last Revised: 07 Oct 2009
Princeton University - Department of Economics, International Monetary Fund (IMF)German Council of Economic Experts, International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 185

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Crisis, policy, announcement, event, financial, liquidity, monetary, fiscal, bank