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Alexei Jiltsov
Alexei Jiltsov
Tradefeedr
在 tradefeedr.com 的电子邮件经过验证
标题
引用次数
引用次数
年份
Model uncertainty and option markets with heterogeneous beliefs
A Buraschi, A Jiltsov
The Journal of Finance 61 (6), 2841-2897, 2006
4512006
Inflation risk premia and the expectations hypothesis
A Buraschi, A Jiltsov
Journal of Financial Economics 75 (2), 429-490, 2005
3222005
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
1472007
Term structure of interest rates implications of habit persistence
A Buraschi, A Jiltsov
Journal of Finance 62 (6), 3009-3063, 2007
332007
How large is the inflation risk premium in the US nominal term structure?
A Buraschi, A Jiltsov
London Business School IFA Working Paper, 2000
202000
Option volume and difference in beliefs
A Buraschi, A Jiltsov
Working paper, London Business School, 2002
182002
Uncertainty, volatility and option markets
A Buraschi, A Jiltsov
London Business School working paper, 2002
102002
How Large is the Inflation Risk Premium
A Buraschi, A Jiltsov
Working Paper, London Business School, 2000
92000
Habit Persistence and the Nominal Term Structure of Interest Rates
A Buraschi, A Jiltsov
Mimeo, London Business School, 2003
82003
Habit formation and the term structure of interest rates
A Buraschi, A Jiltsov
Journal of Finance, forthcoming, 2007
62007
Is inflation risk priced
A Buraschi, A Jiltsov
under review at Review of Financial Studies), http://www. lbs. lon. ac. uk …, 2002
62002
Term structures of interest rates in a monetary economy with habit formation
A Buraschi, A Jiltsov
Unpublished working paper, London Business School, 2003
42003
Model Uncertainty and Option Markets in Heterogeneous Economies
A Buraschi, A Jiltsov
Available at SSRN 675974, 2005
22005
Option Trading and Differences In Beliefs
A Jiltsov
Working paper, London Business School, 2001
22001
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
12005
Term Structures of Interest Rates and Inflation in Economies With Habit Formation
A Buraschi, A Jiltsov
Available at SSRN 374161, 2003
12003
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
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