Model uncertainty and option markets with heterogeneous beliefs A Buraschi, A Jiltsov The Journal of Finance 61 (6), 2841-2897, 2006 | 451 | 2006 |
Inflation risk premia and the expectations hypothesis A Buraschi, A Jiltsov Journal of Financial Economics 75 (2), 429-490, 2005 | 322 | 2005 |
Habit formation and macroeconomic models of the term structure of interest rates A Buraschi, A Jiltsov The Journal of Finance 62 (6), 3009-3063, 2007 | 147 | 2007 |
Term structure of interest rates implications of habit persistence A Buraschi, A Jiltsov Journal of Finance 62 (6), 3009-3063, 2007 | 33 | 2007 |
How large is the inflation risk premium in the US nominal term structure? A Buraschi, A Jiltsov London Business School IFA Working Paper, 2000 | 20 | 2000 |
Option volume and difference in beliefs A Buraschi, A Jiltsov Working paper, London Business School, 2002 | 18 | 2002 |
Uncertainty, volatility and option markets A Buraschi, A Jiltsov London Business School working paper, 2002 | 10 | 2002 |
How Large is the Inflation Risk Premium A Buraschi, A Jiltsov Working Paper, London Business School, 2000 | 9 | 2000 |
Habit Persistence and the Nominal Term Structure of Interest Rates A Buraschi, A Jiltsov Mimeo, London Business School, 2003 | 8 | 2003 |
Habit formation and the term structure of interest rates A Buraschi, A Jiltsov Journal of Finance, forthcoming, 2007 | 6 | 2007 |
Is inflation risk priced A Buraschi, A Jiltsov under review at Review of Financial Studies), http://www. lbs. lon. ac. uk …, 2002 | 6 | 2002 |
Term structures of interest rates in a monetary economy with habit formation A Buraschi, A Jiltsov Unpublished working paper, London Business School, 2003 | 4 | 2003 |
Model Uncertainty and Option Markets in Heterogeneous Economies A Buraschi, A Jiltsov Available at SSRN 675974, 2005 | 2 | 2005 |
Option Trading and Differences In Beliefs A Jiltsov Working paper, London Business School, 2001 | 2 | 2001 |
Global savings-investment imbalances: a look through the life-cycle model V Naik, A Arora, S Balakrishnan, A Jiltsov New York: Lehman Brothers, Fixed Income Research, 2005 | 1 | 2005 |
Term Structures of Interest Rates and Inflation in Economies With Habit Formation A Buraschi, A Jiltsov Available at SSRN 374161, 2003 | 1 | 2003 |
Essays in financial economics A Jiltsov University of London: London Business School, 2004 | | 2004 |
A Theory of Friendly Boards.......... Renée B. Adams and Daniel Ferreira 217 Adaptive Traders and the Design of Fi-financial Markets..................... S Pouget, S Board, SR Das, D Duffie, N Kapadia, L Saita, AK Edwards, ... | | |
How Lar ge Is The Inf l at ion Risk Pr emium? A Buraschi, A Jiltsov | | |