I. Drechsler

Finance · 2011–2018

A researcher in the Science corpus: 7 papers; trusts 57 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

Whom I. Drechsler trusts overall

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

  1. Ravi Bansal
  2. Torben G. Andersen
  3. Anil K. Kashyap
  4. Bjørn Eraker
  5. Mark Broadie
  6. Jun Pan
  7. Tim Bollerslev
  8. David S. Bates
  9. Ľuboš Pástor
  10. Doron Avramov

Who trusts I. Drechsler overall

  1. Asaf Manela
  2. Kairong Xiao
  3. Thomas Philippon
  4. Alan Moreira
  5. Torben G. Andersen
  6. Carlo Altavilla
  7. Geert Bekaert
  8. Tomohiro Ando
  9. Daniel Paravisini
  10. A. Landier

Papers from I. Drechsler's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Market liquidity and funding liquidity
  4. Common risk factors in the returns on stocks and bonds
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Generalized autoregressive conditional heteroskedasticity
  7. Model Specification and Risk Premia: Evidence from Futures Options
  8. Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market
  9. A Theory for the Term Structure of Interest Rates
  10. Empirical option pricing: a retrospection

Their papers