30 Welbeck Street
London, Non-US/Canada W1G 8ER
United Kingdom
Stock and bond market volatility, two-factor volatility model, macroeconomic
stock and bond market volatility, two-factor volatility model, macroeconomic fundamentals, structural vector autoregression, Bayesian estimation
Expected returns, implied cost of capital, dividend discount model, return predictability, forecasting
Commodity futures, gold, oil, risk premium, convenience yields, affine term structure model, Treasury yields
Open-economy, international, co-movement, yield curve, interest rates
Asset Allocation, Sovereign Funds, Public Funds
real estate, inflation hedging
