105 St. George Street
Toronto, Ontario M5S 3E6
University of Toronto - Rotman School of Management
in Total Papers Downloads
in Total Papers Citations
Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure
Asset Pricing, Productivity
Time-varying term premia, mean reversion, GARCH-M
Term Structure, Time-Varying Term Premia, Industrial Production
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