Scott Joslin

Finance · 2011–2013

A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Scott Joslin trusts overall

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

  1. G. Duffee
  2. Qiang Dai
  3. Andrew Ang
  4. Kenneth J. Singleton
  5. Monika Piazzesi
  6. Martin Lettau
  7. Ruslan Bikbov
  8. Mikhail Chernov
  9. Ben S. Bernanke
  10. Robert J. Barro

Who trusts Scott Joslin overall

  1. G. Duffee
  2. M. Bauer
  3. Glenn D. Rudebusch
  4. Jens H. E. Christensen
  5. James D. Hamilton
  6. J. Wu
  7. Leo Krippner
  8. Pierre Collin-Dufresne
  9. Kenneth J. Singleton
  10. Damir Filipovi'c

Papers from Scott Joslin's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. Rare Disasters and Asset Markets in the Twentieth Century
  7. Estimating the Dimension of a Model
  8. A New Perspective on Gaussian Dynamic Term Structure Models
  9. Consumption, aggregate wealth and expected stock returns
  10. Generalized autoregressive conditional heteroskedasticity

Their papers