Nicole Branger

Finance · 2008–2013

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Nicole Branger trusts overall

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

  1. Jun Liu
  2. Jun Pan
  3. Claus Munk
  4. Francis A. Longstaff
  5. Larry G. Epstein
  6. Raman Uppal
  7. Carsten Sørensen
  8. Sanjiv Ranjan Das
  9. Evan W. Anderson
  10. Peter Klibanoff

Who trusts Nicole Branger overall

  1. Yan Zeng

Papers from Nicole Branger's perspective

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

  1. The Impact of Jumps in Volatility and Returns
  2. Model Specification and Risk Premia: Evidence from Futures Options
  3. Systemic Risk and International Portfolio Choice
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  7. The Pricing of Options and Corporate Liabilities
  8. Specification Analysis of Affine Term Structure Models
  9. The Equity Premium Puzzle
  10. Term premia and interest rate forecasts in affine models

Their papers