Andrés Schneider

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Who Should Buy Stocks When Volatility Spikes?

Number of pages: 35 Posted: 20 Apr 2017 Last Revised: 29 Jul 2019
Andrés Schneider
Board of Governors of the Federal Reserve System
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Stochastic Volatility, General Equilibrium, Heterogeneous Investors

2.

A Macrofinance View of U.S. Sovereign CDS Premiums

CEPR Discussion Paper No. DP11576
Number of pages: 39 Posted: 24 Oct 2016
Mikhail Chernov, Lukas Schmid and Andrés Schneider
UCLA Anderson, University of Southern California - Marshall School of Business and Board of Governors of the Federal Reserve System
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Abstract:

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credit default swaps, recursive preferences, sovereign default