B. Rafferty

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it
• Economics and Econometrics — 19 citations into it; #17,906 of 23,481 by trust here, #20,730 by citations

Whom B. Rafferty trusts overall

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

1. Jakub Jurek
2. Yongmiao Hong
3. Gurdip Bakshi

Who trusts B. Rafferty overall

1. Matthew Greenwood‐Nimmo
2. Yongcheol Shin
3. Tomohiro Ando

Papers from B. Rafferty's perspective

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

1. Common Risk Factors in Currency Markets
2. A test for volatility spillover with application to exchange rates
3. Spanning and Derivative-Security Valuation
4. Crash-Neutral Currency Carry Trades
5. Ex Ante Skewness and Expected Stock Returns
6. Predictability of Currency Carry Trades and Asset Pricing Implications
7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
8. On the Predictability of Stock Returns: An Asset-Allocation Perspective
9. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Risk and Return Spillovers Among the G10 Currencies (2016) — 167 citations