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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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The time variation in risk appetite and uncertainty
Bekaert, Geert; Engstrom, Eric; Xu, Nancy R. - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010