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Andrea Vedolin
Andrea Vedolin
在 bu.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Exchange rates and monetary policy uncertainty
P Mueller, A Tahbaz‐Salehi, A Vedolin
The Journal of Finance 72 (3), 1213-1252, 2017
2682017
Bond variance risk premiums
H Choi, P Mueller, A Vedolin
Review of Finance 21 (3), 987-1022, 2017
199*2017
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia
A Buraschi, F Trojani, A Vedolin
The Journal of Finance 69 (1), 101-137, 2014
1992014
International correlation risk
P Mueller, A Stathopoulos, A Vedolin
Journal of Financial Economics 126 (2), 270-299, 2017
1752017
Central Bank Communication and the Yield Curve
M Leombroni, A Vedolin, G Venter, P Whelan
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2873091, 2017
153*2017
Economic uncertainty, disagreement, and credit markets
A Buraschi, F Trojani, A Vedolin
Management Science 60 (5), 1281-1296, 2014
1182014
Mortgage Risk and the Yield Curve
A Malkhozov, P Mueller, A Vedolin, G Venter
Review of Financial Studies 29 (5), 1220-1253, 2016
782016
Model-Free International Stochastic Discount Factors
M Sandulescu, F Trojani, A Vedolin
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=307073, 2018
472018
International illiquidity
A Malkhozov, P Mueller, A Vedolin, G Venter
FRB International Finance Discussion Paper, 2017
45*2017
Interest rate risk management in uncertain times
L Bretscher, L Schmid, A Vedolin
The Review of Financial Studies 31 (8), 3019-3060, 2018
41*2018
Short-run bond risk premia
P Mueller, A Vedolin, H Zhou
Quarterly Journal of Finance 9 (03), 1950011, 2019
39*2019
Model Complexity, Expectations, and Asset Prices
P Molavi, A Tahbaz-Salehi, A Vedolin
28*
Variance risk premia on stocks and bonds
P Mueller, P Sabtchevsky, A Vedolin, P Whelan
Working paper, 2016
202016
Uncertainty and leveraged Lucas trees: The cross section of equilibrium volatility risk premia
A Vedolin
Department of Finance, London School of Economics and Political Science, 2012
142012
The global factor structure of exchange rates
SA Korsaye, F Trojani, A Vedolin
Journal of Financial Economics 148 (1), 21-46, 2023
112023
Generalized robustness and dynamic pessimism
PJ Maenhout, A Vedolin, H Xing
National Bureau of Economic Research, 2020
11*2020
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