Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Vedolin, Andrea"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 19.

Article

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2017) International correlation risk. Journal of Financial Economics, 126 (2). pp. 270-299. ISSN 0304-405X

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2017) Exchange rates and monetary policy uncertainty. Journal of Finance, 72 (3). 1213 - 1252. ISSN 0022-1082

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

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

Monograph

Choi, Hoyong, Mueller, Philippe and Vedolin, Andrea (2016) Bond variance risk premiums. . Social Science Research Network (SSRN).

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

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

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. Systemic Risk Centre Discussion Papers (26). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri (2013) Mortgage hedging in fixed income markets. Financial Markets Group Discussion Papers (722). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. Financial Markets Group Discussion Papers (716). 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, London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2012) Bond variance risk premia. Financial Markets Group Discussion Papers (699). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short run bond risk premia. Financial Markets Group Discussion Papers (686). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. AFA 2013 San Diego Meetings Paper.

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.

Online resource

Macchiarelli, Corrado, Monti, Mara and Vedolin, Andrea (2017) Assessing the impact of the ECB's Corporate Sector Purchase Programme on SMEs. LSE European Politics and Policy (EUROPP) Blog (27 Sep 2017). Website.

Tahbaz-Salehi, Alireza, Vedolin, Andrea and Muelle, Philippe (2016) Some currency trading positions yield increased returns aroundFed announcements. USApp – American Politics and Policy Blog (20 Feb 2016). 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). Website.

This list was generated on Sun Dec 1 05:48:46 2024 GMT.