Fort Collins, CO 80523
Colorado State University, Fort Collins - Department of Finance & Real Estate
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Macroeconomic News, Jumps, Index Futures, Trading Strategy
Investment Timing, Real Option, Regime Switching
Regime Switching, Real Option, Investment Timing
General Equilibrium, Representative Agent, Utility Function, Regime Switching, Stochastic Discount Factor, Equity Premium Puzzle
oil, jumps, macroeconomic announcements
Distance to Default, Default Prediction
Crude Oil Futures, WTI, Brent, Information Sharing, Inventory Level, Spread
Stock-Flow, Macroeconomic News, Metal Futures
Fractional Difference, Discrete Time, Metal Futures, Long Memory
Risk-Neutral Moments, Crude Oil Futures, Returns, Volatility
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return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies
Default Prediction, Distance to Default, Implied Cost of Capital, Implied Volatility
Financial Distress; Bankruptcy; Risk-Shifting; Credit Spread
risk-neutral moments; crude oil futures options; implied volatility
insurer ratings changes; ratings agency; bond price impact; event study
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