Noureddine Krichene

Economics and Econometrics · 2002–2008

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Noureddine Krichene trusts overall

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

  1. Peter P. Carr
  2. James D. Hamilton
  3. J. Casassus
  4. Léopold Simar
  5. Eugene F. Fama
  6. Valentin Zelenyuk
  7. Linda A. Bell
  8. William F. Maloney
  9. Liuren Wu
  10. Pierre Collin-Dufresne

Who trusts Noureddine Krichene overall

  1. Nico Bauer
  2. Gunnar Luderer
  3. Gang Liu
  4. Christoph Böhringer
  5. I. Mouratiadou
  6. Jayson Beckman
  7. C. Mason
  8. Lavinia Baumstark
  9. Marian Leimbach
  10. C. Fischer

Papers from Noureddine Krichene's perspective

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

  1. Time-Changed Levy Processes and Option Pricing ⁄
  2. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
  3. Bond Risk Premia
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Density Estimation for Statistics and Data Analysis
  6. Are the Fama and French Factors Global or Country Specific
  7. The Cross-Section of Volatility and Expected Returns
  8. Term premia and interest rate forecasts in affine models
  9. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
  10. A Theory for the Term Structure of Interest Rates

Their papers