|
Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing
|
Management Science |
2024 |
A* |
|
Market Timing and Predictability in FX Markets
|
Review of Finance |
2023 |
A* |
|
Pricing Implications of Covariances and Spreads in Currency Markets
|
Review of Asset Pricing Studies |
2022 |
A* |
|
Pricing Risks Across Currency Denominations
|
Management Science |
2019 |
A* |
|
Stochastic correlation and risk premia in term structure models
|
Journal of Empirical Finance |
2016 |
A |
|
The Return-Volatility Relation in Commodity Futures Markets
|
The Journal of Futures Markets |
2016 |
A |
|
Humps in the volatility structure of the crude oil futures market: New evidence
|
Energy Economics |
2013 |
A* |
|
The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
|
Computational Statistics and Data Analysis |
2009 |
A |
|
The Multifactor Nature of the Volatility of Futures Markets
|
Computational Economics |
2006 |
B |
|
The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
|
The Journal of Futures Markets |
2003 |
A |