Jianjian Jin

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

115

CITATIONS

0

Scholarly Papers (2)

1.

Which Model to Forecast the Target Rate?

Number of pages: 40 Posted: 02 Mar 2011 Last Revised: 16 Dec 2017
Bank of Canada, Bank of Canada and Government of Canada - Bank of Canada
Downloads 60 (275,621)
Citation 2

Abstract:

Loading...

Monetary policy, Zero Lower Bound, Non-linear dynamics

2.

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics

Review of Finance, Forthcoming
Number of pages: 66 Posted: 06 Apr 2014
Jianjian Jin
Government of Canada - Bank of Canada
Downloads 40 (370,712)

Abstract:

Loading...

Equilibrium asset pricing, long-run risks model, VIX, multifactor volatility dynamics, variance risk premium