100 Fuqua Drive
Durham, NC 27708-0204
United States
Duke University
SSRN RANKINGS
in Total Papers Citations
Realized correlation, realized volatility, dependence, forecasting, tail risk
Lawyers, Gatekeepers, Reputational Intermediaries, Sovereign Debt
Contracts, Pricing, Bonds, Sovereign Debt, Efficient Markets
Russia, Ukraine, sanctions, sovereign bonds, innovation, original sin
maturity, sovereign bonds, foreign versus local