Eric C. Engstrom

Finance · 2005–2019

A researcher in the Science corpus: 6 papers; trusts 36 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Eric C. Engstrom trusts overall

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

  1. Ravi Bansal
  2. Jessica A. Wachter
  3. Geert Bekaert
  4. Andrew Ang
  5. Amir Yaron
  6. Ian Martin
  7. Sven Ove Hansson
  8. Peter P. Carr
  9. Tim Bollerslev
  10. Qiang Dai

Who trusts Eric C. Engstrom overall

  1. Geert Bekaert
  2. Jessica A. Wachter
  3. Turan G. Bali
  4. Lieven Baele
  5. Zhanhui Chen
  6. Tim Bollerslev
  7. Taufiq Choudhry
  8. Hao Zhou
  9. John Y. Campbell

Papers from Eric C. Engstrom's perspective

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

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Specification Analysis of Affine Term Structure Models
  3. A consumption-based model of the term structure of interest rates ☆
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Stock Return Predictability: Is it There?
  6. The Term Structure of Real Rates and Expected Inflation
  7. Variance Risk Premiums
  8. Inflation Forecast Uncertainty
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. Generalized autoregressive conditional heteroskedasticity

Their papers