Andrea Buraschi

Economics and Econometrics · 2005–2010

A researcher in the Science corpus: 4 papers; trusts 39 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Andrea Buraschi trusts overall

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

  1. Yihong Xia
  2. Jun Pan
  3. Yacine Aït-Sahalia
  4. J. Duarte
  5. Andrew Ang
  6. Karen E. Dynan
  7. Geert Bekaert
  8. G. Duffee
  9. Qiang Dai
  10. Torben G. Andersen

Who trusts Andrea Buraschi overall

  1. Damir Filipovi'c
  2. J. D. da Fonseca
  3. Mikhail Chernov
  4. Hongjun Yan
  5. Eberhard Mayerhofer
  6. Alexei Jiltsov
  7. Snehal Banerjee
  8. Geert Bekaert
  9. Martino Grasselli
  10. Andrew Ang

Papers from Andrea Buraschi's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Specification Analysis of Affine Term Structure Models
  4. A Theory for the Term Structure of Interest Rates
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. Investing for the Long Run When Returns are Predictable
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. Term Structure of Interest Rates with Regime Shifts
  10. Generalized autoregressive conditional heteroskedasticity

Their papers