London, WC2A 2AE
London School of Economics & Political Science (LSE) - Department of Finance
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Variance risk premium, Treasury implied volatility, Treasury variance swap
Monetary Policy, Foreign Exchange, Uncertainty
Correlation Risk, Exchange Rates, International Finance
term structure, credit spreads, forecasting, macro-finance, no-arbitrage model, credit conditions
Term Structure of Interest Rates, MBS, Supply Factor
Term structure of interest rates, MBS, supply factor
Liquidity, Market Frictions, Capital Constraints, International CAPM
inflation expectations, monetary policy, macro-finance, term structure model
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inflation, macro-finance term structure model, monetary policy, survey forecasts
Variance Risk Premia, Implied Volatility, Realized Volatility, Covariation, Stocks, Bonds
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