Department of Finance
London, WC2A 2AE
London School of Economics and Political Science
in Total Papers Downloads
in Total Papers Citations
Disagreement, Correlation Risk Premium, Uncertainty, Volatility Risk Premium
Variance risk premium, Treasury implied volatility, Treasury variance swap
Monetary Policy, Foreign Exchange, Uncertainty
Correlation Risk, Exchange Rates, International Finance
Credit Risk, Credit Spreads, Heterogeneous Beliefs, Uncertainty
Term Structure of Interest Rates, MBS, Supply Factor
Term structure of interest rates, MBS, supply factor
Liquidity, Market Frictions, Capital Constraints, International CAPM
Variance Risk Premia, Implied Volatility, Realized Volatility, Covariation, Stocks, Bonds
Interest Rates, Monetary Policy, Sovereign Bonds, Reaching for Yield
interest rate uncertainty, volatility, risk management, interest rate swaps, financial frictions, corporate investment, leverage, credit risk
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