Andrei Stancu

University of East Anglia (UEA) - Norwich Business School

Norwich

NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

355

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Equity-Like Behaviour of Sovereign Bonds

Number of pages: 48 Posted: 08 Oct 2014 Last Revised: 22 Mar 2016
Alfonso Dufour, Andrei Stancu and Simone Varotto
ICMA Centre, Henley Business School, University of Reading, University of East Anglia (UEA) - Norwich Business School and ICMA Centre - Henley Business School, University of Reading
Downloads 127 (243,315)
Citation 1

Abstract:

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Government Bonds, Stock-Bond Co-movements, Subprime Crisis, Sovereign Debt Crisis, Credit Risk, Liquidity Risk.

2.

The Predictive Power of the Dividend Risk Premium

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 65 Posted: 11 May 2019
Davide E. Avino, Andrei Stancu and Chardin Wese Simen
University of Liverpool, University of East Anglia (UEA) - Norwich Business School and University of Liverpool Management School
Downloads 108 (273,768)

Abstract:

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Dividend risk premium, dividend strip, predictability, present value model

3.

The Information Content of Short-Term Options

Journal of Financial Markets, Forthcoming
Number of pages: 52 Posted: 16 Sep 2019 Last Revised: 19 Sep 2019
University of Reading - ICMA Centre, University of East Anglia (UEA) - Norwich Business School, Essex Business School, University of Essex and University of Liverpool Management School
Downloads 63 (378,287)

Abstract:

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Implied variance, Predictability, Realized variance, Weekly options

4.

The Economic Drivers of Commodity Market Volatility

Journal of International Money and Finance, Forthcoming
Number of pages: 66 Posted: 11 Jul 2019
Leibniz Universit├Ąt Hannover - Faculty of Economics and Management, University of East Anglia (UEA) - Norwich Business School and Essex Business School, University of Essex
Downloads 57 (397,329)
Citation 3

Abstract:

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Commodities, Economic Uncertainty, Volatility, Financialization, Crisis