Ravit E. Mandell

Finance · 2000–2004

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Ravit E. Mandell trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. G. Duffee
  2. Qiang Dai
  3. Hua He
  4. Francis A. Longstaff
  5. Kenneth J. Singleton

Who trusts Ravit E. Mandell overall

  1. Francis A. Longstaff

Papers from Ravit E. Mandell's perspective

Ordered by how strongly the researchers Ravit E. Mandell trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  3. Specification Analysis of Affine Term Structure Models
  4. Explaining the Rate Spread on Corporate Bonds
  5. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  6. Term Structure Dynamics in Theory and Reality
  7. The Bond/Old-Bond Spread
  8. Modeling Term Structures of Swap Spreads
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers