Scott Joslin
Scott Joslin
Associate Professor of Finance and Business Economics, University of Southern California
Email verificata su usc.edu
Titolo
Citata da
Citata da
Anno
Risk premiums in dynamic term structure models with unspanned macro risks
S Joslin, M Priebsch, K Singleton
Journal of Finance, 2014
5402014
A new perspective on Gaussian dynamic term structure models
S Joslin, KJ Singleton, H Zhu
Review of Financial Studies 24 (3), 926, 2011
4672011
Rare disasters and risk sharing with heterogeneous beliefs
H Chen, S Joslin, NK Tran
The Review of Financial Studies 25 (7), 2189-2224, 2012
1422012
Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-VARs
S Joslin, A Le, KJ Singleton
Journal of Financial Economics, 2013
1372013
Generalized transform analysis of affine processes and applications in finance
H Chen, S Joslin
The Review of Financial Studies 25 (7), 2225-2256, 2012
75*2012
Do interest rate options contain information about excess returns?
C Almeida, JJ Graveline, S Joslin
Journal of Econometrics, 2011
74*2011
Demand for crash insurance, intermediary constraints, and risk premia in financial markets
H Chen, S Joslin, SX Ni
The Review of Financial Studies 32 (1), 228-265, 2019
662019
Can unspanned stochastic volatility models explain the cross section of bond volatilities
S Joslin
Management Science, Forthcoming, 2014
63*2014
Pricing and hedging volatility risk in fixed income markets
S Joslin
Unpublished working paper. USC Marshall School of Buiness, 2014
42*2014
Gaussian macro-finance term structure models with lags
S Joslin, A Le, KJ Singleton
Journal of Financial Econometrics 11 (4), 581-609, 2013
402013
Pricing and hedging volatility in fixed income markets
S Joslin
Unpublished working paper. Working Paper, MIT, 2007
202007
Affine disagreement and asset pricing
H Chen, S Joslin, NK Tran
American Economic Review 100 (2), 522-26, 2010
192010
Interest rate volatility, the yield curve, and the macroeconomy
S Joslin, Y Konchitchki
Journal of Financial Economics 128 (2), 344-362, 2018
182018
Interest rate volatility and no-arbitrage affine term structure models
S Joslin, A Le
Working Paper. University of Southern California, 2013
182013
G10 swap and exchange rates
JJ Graveline, S Joslin
AFA 2011 Denver Meetings Paper, 2010
162010
Demand for crash insurance, intermediary constraints, and stock return predictability
H Chen, S Joslin, S Ni
AFA 2013 San Diego Meetings Paper, 2014
142014
Demand for crash insurance and stock returns
H Chen, S Joslin, S Ni
92013
Supplement to “A New Perspective on Gaussian DTSMs.”
S Joslin, K Singleton, H Zhu
Working paper//Sloan School, 2010
72010
An equivalence result for VC classes of sets
S Joslin, RP Sherman
Econometric Theory, 1123-1127, 2003
42003
Interest Rate Volatility and No-Arbitrage Term Structure Models
S Joslin, A Le
Available at SSRN 2024033, 2012
32012
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