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The price of variance risk
Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - In: Journal of financial economics 123 (2017) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
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Why do term structures in different currencies co-move?
Jotikasthira, Chotibhak; Le, Anh; Lundblad, Christian - In: Journal of financial economics 115 (2015) 1, pp. 58-83
Persistent link: https://www.econbiz.de/10011327261
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Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
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Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622
Persistent link: https://www.econbiz.de/10010142458