8
H index
8
i10 index
314
Citations
University of Warwick | 8 H index 8 i10 index 314 Citations RESEARCH PRODUCTION: 14 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paul Schneider. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Quantitative Finance | 2 |
Journal of Financial Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 5 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper |
2021 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper |
2020 | Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686. Full description at Econpapers || Download paper |
2021 | Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315. Full description at Econpapers || Download paper |
2022 | Volterra square-root process: Stationarity and regularity of the law. (2022). Friesen, Martin ; Jin, Peng. In: Papers. RePEc:arx:papers:2203.08677. Full description at Econpapers || Download paper |
2021 | Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186. Full description at Econpapers || Download paper |
2020 | Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637. Full description at Econpapers || Download paper |
2020 | Lowâ€Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper |
2020 | Option pricing with orthogonal polynomial expansions. (2020). Filipovi, Damir ; Ackerer, Damien. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:1:p:47-84. Full description at Econpapers || Download paper |
2020 | From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780. Full description at Econpapers || Download paper |
2020 | Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002. Full description at Econpapers || Download paper |
2020 | Dissecting skewness under affine jump-diffusions. (2020). Zhen, Fang ; Jin, Zhang ; Fang, Zhen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:19:n:2. Full description at Econpapers || Download paper |
2020 | Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866. Full description at Econpapers || Download paper |
2020 | Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12. Full description at Econpapers || Download paper |
2021 | Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. (2021). Yang, Nian ; Wan, Xiangwei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100018x. Full description at Econpapers || Download paper |
2021 | Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers || Download paper |
2020 | Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619. Full description at Econpapers || Download paper |
2020 | Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932. Full description at Econpapers || Download paper |
2020 | Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334. Full description at Econpapers || Download paper |
2021 | Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:251-275. Full description at Econpapers || Download paper |
2021 | A general property for time aggregation. (2021). Rauch, Johannes ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:536-548. Full description at Econpapers || Download paper |
2021 | Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56. Full description at Econpapers || Download paper |
2021 | Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. (2021). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:42-56. Full description at Econpapers || Download paper |
2021 | Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077. Full description at Econpapers || Download paper |
2021 | Curve momentum in currency markets. (2021). Lei, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317177. Full description at Econpapers || Download paper |
2020 | Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021. Full description at Econpapers || Download paper |
2021 | Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818. Full description at Econpapers || Download paper |
2021 | Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Fusai, Gianluca ; Kyriakou, Ioannis ; Brignone, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:232-247. Full description at Econpapers || Download paper |
2021 | Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202. Full description at Econpapers || Download paper |
2020 | Bayesian loss given default estimation for European sovereign bonds. (2020). Rosch, Daniel ; Kellner, Ralf ; Jobst, Rainer . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1073-1091. Full description at Econpapers || Download paper |
2020 | Moment risk premia and the cross-section of stock returns in the European stock market. (2020). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s037842661930305x. Full description at Econpapers || Download paper |
2021 | International stochastic discount factors and covariance risk. (2021). Muck, Matthias ; Herold, Michael ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030279x. Full description at Econpapers || Download paper |
2021 | Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229. Full description at Econpapers || Download paper |
2021 | Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). le Van, Cuong ; Fontaine, Patrice ; Bosi, Stefano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904. Full description at Econpapers || Download paper |
2020 | Betting against correlation: Testing theories of the low-risk effect. (2020). Pedersen, Lasse Heje ; Gormsen, Niels Joachim ; Frazzini, Andrea ; Asness, Cliff. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:629-652. Full description at Econpapers || Download paper |
2020 | The conditional expected market return. (2020). Loudis, Johnathan ; Chabi-Yo, Fousseni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:752-786. Full description at Econpapers || Download paper |
2021 | The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970. Full description at Econpapers || Download paper |
2021 | Spectral factor models. (2021). Tamoni, Andrea ; Lo, Andrew W ; Chaudhuri, Shomesh E ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:214-238. Full description at Econpapers || Download paper |
2021 | Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve. (2021). Niu, Linlin ; Lin, Mucai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302503. Full description at Econpapers || Download paper |
2021 | The relative pricing of sovereign credit risk after the Eurozone crisis. (2021). Ruggiero, Francesco ; Corvino, Raffaele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s026156062030293x. Full description at Econpapers || Download paper |
2021 | Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89. Full description at Econpapers || Download paper |
2020 | Downside uncertainty shocks in the oil and gold markets. (2020). Xu, Yahua ; Byun, Suk Joon ; Roh, Tai-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:291-307. Full description at Econpapers || Download paper |
2021 | Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499. Full description at Econpapers || Download paper |
2021 | International portfolio allocation: The role of conditional higher moments. (2021). Le, Trung H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:33-57. Full description at Econpapers || Download paper |
2020 | The fair value of a token: How do markets price cryptocurrencies?. (2020). Guo, Yike ; Nadler, Philip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300601. Full description at Econpapers || Download paper |
2020 | Existence of densities for multi-type continuous-state branching processes with immigration. (2020). Rudiger, Barbara ; Jin, Peng ; Friesen, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:9:p:5426-5452. Full description at Econpapers || Download paper |
2021 | Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment. (2021). Martin, Ian ; Gao, Can. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108598. Full description at Econpapers || Download paper |
2021 | International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01. Full description at Econpapers || Download paper |
2020 | Credit Spreads, Business Conditions, and Expected Corporate Bond Returns. (2020). Wu, Chunchi ; Wang, Junbo ; Tao, Xinyuan ; Lin, Hai. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:20-:d:311789. Full description at Econpapers || Download paper |
2021 | Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03330856. Full description at Econpapers || Download paper |
2021 | Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: Post-Print. RePEc:hal:journl:hal-03330856. Full description at Econpapers || Download paper |
2021 | Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-03330856. Full description at Econpapers || Download paper |
2020 | Jacobi Stochastic Volatility factor for the Libor Market Model. (2020). Boumezoued, Alexandre ; Lapeyre, Bernard ; Mehalla, Sophian ; Arrouy, Pierre-Edouard. In: Working Papers. RePEc:hal:wpaper:hal-02468583. Full description at Econpapers || Download paper |
2020 | Technical Note—Options Portfolio Selection. (2020). Mayerhofer, Eberhard ; Guasoni, Paolo. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:3:p:733-740. Full description at Econpapers || Download paper |
2021 | The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability. (2021). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Campigli, Francesco. In: Working Papers. RePEc:jau:wpaper:2021/03. Full description at Econpapers || Download paper |
2020 | U.S. FDI and Shareholder Rights Protection in Developed and Developing Economies. (2020). Lupton, Nathaniel C ; Baulkaran, Vishaal. In: Multinational Finance Journal. RePEc:mfj:journl:v:24:y:2020:i:3-4:p:155-182. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2022 | Dividend predictability and higher moment risk premia. (2022). Al-Jaaf, Aty. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00244-y. Full description at Econpapers || Download paper |
2022 | The role of asset payouts in the estimation of default barriers. (2022). Leledakis, George ; Episcopos, Athanasios ; Bougias, Alexandros. In: MPRA Paper. RePEc:pra:mprapa:112317. Full description at Econpapers || Download paper |
2020 | Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil. (2020). Caldeira, Joo F. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01629-0. Full description at Econpapers || Download paper |
2020 | Linear credit risk models. (2020). Filipovi, Damir ; Ackerer, Damien . In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00409-z. Full description at Econpapers || Download paper |
2020 | Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4. Full description at Econpapers || Download paper |
2020 | Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio. In: Working Papers. RePEc:ucd:wpaper:202011. Full description at Econpapers || Download paper |
2020 | Volatility and jump risk in option returns. (2020). Lin, Hai ; Guo, Biao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1767-1792. Full description at Econpapers || Download paper |
2021 | Stock market tail risk, tail risk premia, and return predictability. (2021). Yoon, SunJoong ; Suh, Sangwon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596. Full description at Econpapers || Download paper |
2021 | One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1891-1915. Full description at Econpapers || Download paper |
2021 | Semivariance and semiskew risk premiums in currency markets. (2021). Dawui, Edem ; da Fonseca, Jose. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:3:p:290-324. Full description at Econpapers || Download paper |
2021 | How does skewness perform in the Chinese commodity futures market?. (2021). Xu, Yang ; Han, Liyan ; Jiang, Xue. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1268-1285. Full description at Econpapers || Download paper |
2022 | Risk?neutral skewness and commodity futures pricing. (2022). Tang, Weiqing ; Liu, Zhenya ; Fuertes, Anamaria. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:751-785. Full description at Econpapers || Download paper |
2021 | Lighting up the dark: Liquidity in the German corporate bond market. (2021). Subrahmanyam, Marti G ; Schneider, Michael ; Pelizzon, Loriana ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:212021. Full description at Econpapers || Download paper |
2020 | Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020015. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Empirical asset pricing with nonlinear risk premia In: Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Empirical Asset Pricing with Nonlinear Risk Premia.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2011 | Density Approximations for Multivariate Affine Jump-Diffusion Processes In: Papers. [Full Text][Citation analysis] | paper | 52 |
2011 | Density Approximations For Multivariate Affine Jump-Diffusion Processes.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2013 | Density approximations for multivariate affine jump-diffusion processes.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2010 | The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
2019 | (Almost) Model?Free Recovery In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2014 | Generalized Risk Premia In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Generalized risk premia.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2015 | Divergence and the Price of Uncertainty In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | An Anatomy of the Equity Premium In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Does it Pay to Be an Optimist? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
2012 | Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2012 | Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2010 | The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 24 |
2016 | The economic value of predicting bond risk premia In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 23 |
2019 | An anatomy of the market return In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2007 | Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
2010 | Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 11 |
2013 | The Skew Risk Premium in the Equity Index Market In: Review of Financial Studies. [Full Text][Citation analysis] | article | 74 |
2010 | Properties of Foreign Exchange Risk Premia In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2011 | Flexing the default barrier In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Pricing options with Greens functions when volatility, interest rate and barriers depend on time In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2005 | Modelling International Bond Markets with Affine Term Structure Models In: Finance. [Full Text][Citation analysis] | paper | 5 |
2016 | Low risk anomalies? In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
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