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"Vedolin, Andrea"

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Number of items: 12.

Article

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2017) Exchange rates and monetary policy uncertainty. The Journal of Finance . ISSN 0022-1082

Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri (2016) Mortgage risk and the yield curve. The Review of Financial Studies, 29 (5). pp. 1220-1253. ISSN 0893-9454

Vedolin, Andrea, Buraschi, Andrea and Trojani, Fabio (2014) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. Journal of Finance, 69 (1). pp. 101-137. ISSN 0022-1082

Monograph

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2016) Exchange rates and monetary policy uncertainty. Discussion Paper Series, 54. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. SRC Discussion Paper, No 26. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. FMG discussion papers, DP716. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vedolin, Andrea (2012) Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia. Department of Finance, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. . (Unpublished)

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) Economic uncertainty, disagreement, and credit markets. . (Unpublished)

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. . (Unpublished)

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. EFA 2009 Bergen meetings paper, SSRN.

Website

Tahbaz-Salehi, Alireza, Vedolin, Andrea and Mueller, Philippe (2016) Some currency trading positions yield increased returns around Fed announcements. LSE Business Review (18 Feb 2016) Blog Entry.

This list was generated on Thu May 25 14:53:27 2017 BST.