Maxim Ulrich

Columbia Business School - Finance and Economics

Assistant Professor

3022 Broadway

New York, NY 10027

United States

http://www4.gsb.columbia.edu/cbs-directory/detail/1315072/Ulrich

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 17,033

SSRN RANKINGS

Top 17,033

in Total Papers Downloads

2,231

CITATIONS
Rank 19,315

SSRN RANKINGS

Top 19,315

in Total Papers Citations

16

Scholarly Papers (5)

1.

Inflation Ambiguity and the Term Structure of U.S. Government Bonds

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 14 Nov 2008 Last Revised: 29 Aug 2012
Maxim Ulrich
Columbia Business School - Finance and Economics
Downloads 593 (34,089)
Citation 5

Abstract:

Term premium, inflation ambiguity premium, model uncertainty, yield curve, multiple prior

2.
Downloads 587 ( 35,899)
Citation 2

Nominal Bonds, Real Bonds, and Equity

Netspar Discussion Paper No. 12/2011-103
Number of pages: 56 Posted: 24 Dec 2011 Last Revised: 06 Mar 2012
Andrew Ang and Maxim Ulrich
BlackRock, Inc and Columbia Business School - Finance and Economics
Downloads 354 (66,679)
Citation 2

Abstract:

term structure, yield curve, equity risk premium, Fed model, TIPS, Taylor rule

Nominal Bonds, Real Bonds, and Equity

Number of pages: 56 Posted: 02 Nov 2011 Last Revised: 17 Apr 2012
Andrew Ang and Maxim Ulrich
BlackRock, Inc and Columbia Business School - Finance and Economics
Downloads 233 (106,207)
Citation 2

Abstract:

Yield Curve, Equity Risk Premium, Fed Model, TIPS, Taylor Rule

3.

How does the Bond Market Perceive Government Interventions?

Columbia Business School Research Paper No. 12/42
Number of pages: 69 Posted: 10 Mar 2010 Last Revised: 15 Mar 2013
Maxim Ulrich
Columbia Business School - Finance and Economics
Downloads 376 (48,934)
Citation 7

Abstract:

policy uncertainty, fiscal multiplier, policy premium, option implied volatility, knightian ambiguity

4.

Economic Policy Uncertainty & Asset Price Volatility

Number of pages: 60 Posted: 10 Mar 2010 Last Revised: 08 Nov 2012
Maxim Ulrich
Columbia Business School - Finance and Economics
Downloads 332 (61,136)
Citation 1

Abstract:

Policy Uncertainty, Economic Uncertainty, Monetary Policy, Volatility, Bond Option, Knightian Uncertainty, Yield Curve

5.

The Real Risk-Free Rate and the Price of Equity: What Role does Macroeconomic Uncertainty Play?

Number of pages: 66 Posted: 27 May 2012 Last Revised: 29 Sep 2012
Maxim Ulrich
Columbia Business School - Finance and Economics
Downloads 162 (130,515)
Citation 1

Abstract:

$\alpha$-maxmin preferences, Estimating Ambiguity and Risk Attitudes, Knightian Uncertainty, Equity Pricing, Macroeconomic Risks