Work in progress and working papers

 

BOOK: Lectures on Financial Economics (approx. 900 pages)

“The Term Term Structure of Government Debt Uncertainty,” with Yoshiki Obayashi (Applied Academics LLC) and Shihao Yang (Applied Academics LLC and Harvard University)

“Correlation Risk, Strings and Asset Prices,” with Walter Distaso (Imperial College Business School) and Greg Vilkov (Goethe University Frankfurt)

“Insider Trading, Disclosure and Speculation,” with Francesco Sangiorgi (Stockholm School of Economics)

“Volatility Begets Ambiguity: Volatility-Uncertainty Spirals in Asset Markets,” with Francesco Sangiorgi (Stockholm School of Economics)

“Uncertainty and Volatility in Financial Markets,” with Francesco Sangiorgi (Stockholm School of Economics)

“Insider Trading and the Tobin Tax.”

“Interest Rate Smoothing and the Yield Curve.”

“Simple Approximate Maximum-Likelihood Estimation of Multivariate Jump-Diffusion Models,” with Dennis Kristensen (University College London) and Young Jun Lee (University College London)

 
 
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