Charles L. Evans
Economics and Econometrics · 2007
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it; #19,065 of 23,481 by trust here, #13,596 by citations
Whom Charles L. Evans trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Charles L. Evans overall
Papers from Charles L. Evans's perspective
Ordered by how strongly the researchers Charles L. Evans trusts endorse each paper. Same corpus, a different order for every researcher.
- Specification Analysis of Affine Term Structure Models
- Likelihood-Preserving Normalization in Multiple Equation Models
- Term premia and interest rate forecasts in affine models
- 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
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- The Pricing of Options and Corporate Liabilities
Their papers
- Economic determinants of the nominal treasury yield curve (2007) — 279 citations