Alexei Jiltsov

Economics and Econometrics · 2005–2007

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 33 citations into it; #10,280 of 23,481 by trust here, #6,370 by citations
• Finance — 30 citations into it; #4,756 of 10,518 by trust here, #2,516 by citations
• Accounting — 5 citations into it

Whom Alexei Jiltsov trusts overall

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

1. Jun Pan
2. Yihong Xia
3. Yacine Aït-Sahalia
4. J. Duarte
5. Karen E. Dynan
6. Andrea Buraschi
7. G. Duffee
8. Qiang Dai
9. Dilip B Madan 5
10. Kenneth J. Singleton

Who trusts Alexei Jiltsov overall

1. Andrea Buraschi
2. Mikhail Chernov
3. Hongjun Yan

Papers from Alexei Jiltsov's perspective

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

1. Term premia and interest rate forecasts in affine models
2. Specification Analysis of Affine Term Structure Models
3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
4. A Theory for the Term Structure of Interest Rates
5. Post-'87 crash fears in the S&P 500 futures option market
6. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
7. Informational Content of Option Volume Prior to Takeovers
8. Term Structure of Interest Rates with Regime Shifts
9. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
10. Habit Formation in Consumer Preferences: Evidence from Panel Data

Their papers

• Inflation risk premia and the expectations hypothesis (2005) — 233 citations
• Model Uncertainty and Option Markets with Heterogeneous Beliefs (2006) — 321 citations
• Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates (2007) — 133 citations