J. Casassus

Finance · 2001–2005

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom J. Casassus trusts overall

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

  1. G. Duffee
  2. Qiang Dai
  3. Kenneth J. Singleton
  4. Robert A. Jarrow
  5. Bryan R. Routledge

Who trusts J. Casassus overall

  1. Chris Brooks
  2. Anders B. Trolle
  3. Isabel Figuerola‐Ferretti
  4. H. Askari
  5. Gonzalo Cortazar
  6. Marcel Prokopczuk
  7. Eduardo S. Schwartz
  8. Noureddine Krichene
  9. J. Gonzalo
  10. Fan Yang

Papers from J. Casassus's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Equilibrium Forward Curves for Commodities
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. Generalized autoregressive conditional heteroskedasticity
  6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  7. The Pricing of Options and Corporate Liabilities
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. A Theory for the Term Structure of Interest Rates
  10. Structural Models of Corporate Bond Pricing: An Empirical Analysis

Their papers