Ruslan Bikbov
Finance · 2010
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #6,879 of 10,518 by trust here, #7,575 by citations
Whom Ruslan Bikbov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Ruslan Bikbov overall
Papers from Ruslan Bikbov's perspective
Ordered by how strongly the researchers Ruslan Bikbov trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Specification Analysis of Affine Term Structure Models
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Term Structure of Interest Rates with Regime Shifts
- Generalized autoregressive conditional heteroskedasticity
- Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- The Term Structure of Real Rates and Expected Inflation
Their papers
- No-arbitrage macroeconomic determinants of the yield curve (2010) — 150 citations