BOSTON UNIVERSITY Questrom School of Business Rafik B. Hariri Building 595 Commonwealth Avenue Boston, MA 02215 (617) 353-9720
Mailing Address: Department of Economics Yale University Box 208264 New Haven, CT 06520-8264
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Search for more papers by this author. Philippe Mueller and Andrea Vedolin are with the London School of Economics. Alireza Tahbaz-Salehi is with Columbia University. The authors thank the Editor, Ken Singleton, an Associate Editor, and two anonymous referees for very helpful comments and suggestions.
ANDREA VEDOLIN. Search for more papers by this author. Buraschi is with the University of Chicago, Booth School of Business and Imperial College London, Business School. Trojani is with the University of Lugano and a Research Fellow at the Swiss Finance Institute. …
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About BIS The BIS's mission is to serve central banks in their pursuit of monetary and financial stability, to foster international cooperation in those areas and to act as a bank for central banks.
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Andrea Vedolin is an Assistant Professor of Finance at Questrom School of Business at Boston University. Andrea's primary research interests are asset pricing and investments. She holds a PhD in Economics from the University of Lugano.
Advanced Search. Download this Paper ... Using the URL or DOI link below will ensure access to this page indefinitely. Copy URL. Copy URL. International Illiquidity. FRB International Finance Discussion Paper No. 1201 ... London School of Economics & Political Science (LSE) - Department of Finance. Andrea Vedolin . Boston University ...
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Advanced Search. Download This Paper Open PDF in Browser Add Paper to My Library. Share: Permalink. Using the URL or DOI link below will ensure access to this page indefinitely ... Andrea Vedolin. Boston University - Department of Finance & Economics. Gyuri Venter. Copenhagen Business School. There are 2 versions of this paper International ...
Apresentações da Grande Final do V Concurso de Salsa do Rey Castro Cuban Bar & Restaurant (www.reycastro.com.br), realizada em 13 de junho de 2010.
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4/30/2015 · Chair: Dr Andrea Vedolin Recorded on 28 April 2015 in Hong Kong Theatre, Clement House. Finance distorts behaviour and destroys economies, but it also solves society's biggest problems.
12/7/2017 · Macroeconomics and Financial Economics Seminar: Andrea Vedolin, Boston University This is a past event. “Central Bank Communication and the Yield Curve”Central Bank Communication and the Yield Curve” Andrea Vedolin, Boston University
(with Philippe Mueller and Andrea Vedolin) Journal of Financial Economics, 2017, 126(2), 270-299. The Term Structure of Currency Carry Trade Risk Premia (with Hanno Lustig and Adrien Verdelhan) Portfolio Home Bias and External Habit Formation
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Lukas Schmid . Associate Professor of Finance Ph.D., University of Lausanne. CEPR Research Fellow . Publications. Levered Returns, with Joao Gomes, Journal of Finance 65, 2010, Smith Breeden Award (First Prize) for best paper in the JF, 2010. The Market Price of Fiscal Uncertainty, with Max Croce and Thien Nguyen, Journal of Monetary Economics 59, 2012
Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014. "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia," Journal of Finance, American Finance Association, vol. 69(1), pages 101-137, February. Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010.
1/21/2016 · Abstract. We study feedback from the risk of outstanding mortgage-backed securities (MBS) on the level and volatility of interest rates. We incorporate supply shocks resulting from changes in MBS duration into a parsimonious equilibrium dynamic term structure model and derive three predictions that are strongly supported in the data: (1) MBS duration positively predicts nominal and real excess ...
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Search Search for: Our Faculty & PhD Students. ... Andrea Vedolin Assistant Professor, Finance Lucy White Associate Professor, Finance HX Hao Xing Associate Professor, Finance Tony Zhang Assistant Professor, Finance Teaching Faculty. David Bedard Lecturer ...
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Downloadable (with restrictions)! This paper studies variance risk premiums in the Treasury market. We first develop a theory to price variance swaps and show that the realized variance can be perfectly replicated by a static position in Treasury futures options and a dynamic position in the underlying. Pricing and hedging is robust even in the underlying jumps.
Fabio Trojani, Mirela Sandulescu, and Andrea Vedolin “ Model-Free International Stochastic Discount Factors ” Hannes Wagner, Alexander Dyck, Karl Lins, Lukas Roth and Mitch Towner “ Entrenched Insiders and Corporate Sustainability (ESG): How Much Does the “G” Matter for “E” and “S” Performance Around the World? ”
Akbari, Amir, Francesca Carrieri, and Aytek Malkhozov (2017). "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202. Board of Governors of the Federal Reserve System (U.S.). Malkhozov, Aytek, Philippe Mueller, Andrea Vedolin, and Gyuri Venter (2017).
12/17/2018 · GSE, CREI, CEPR), Andrea Polo (UPF, Barcelona GSE, CEPR), Andrea F. Presbitero (IMF, MoFiR) Discussant : Micahel Gofman (University of Rochester) Central Bank Communication and the Yield Curve. Gyuri Venter (Copenhagen Business School), Matteo Leombroni (Stanford), Andrea Vedolin (BU & CEPR), Paul Whelan (Copenhagen Business School)