Keyphrases
Macro-finance Term Structure Model
46%
Affine Term Structure Models
46%
Dynamic Term Structure Model
40%
Bond Yields
38%
No-arbitrage
33%
Volatility
28%
Long-run Risk
28%
Factor VAR
23%
Dynamic Price
23%
Defaultable Security
23%
Volatility Ratio
23%
Positive Interest Rate
23%
Intertemporal CAPM
23%
Realized Variance
23%
Variance Risk Premium
23%
Neutral Dynamics
23%
Disaster Modeling
23%
Variance Risk
23%
Volatility Arbitrage
23%
Macro-dynamics
23%
Macroeconomic Shocks
23%
Major Features
23%
Discrete-time
23%
Loss Given Default
23%
Probability of Default
23%
Stock Market
23%
Credit Default Swaps
23%
Profitability Ratios
23%
Recovery Information
23%
Interest Rate Volatility
23%
Option Data
23%
Macromodel
23%
Power Utility
23%
Time-varying Exposure
23%
Derivative-based
23%
Market Risk
23%
Investment Decisions
23%
Hedging
23%
Firm Characteristics
23%
Pricing Framework
23%
Leverage Ratio
23%
Term Structure Models
23%
Stochastic Volatility Model
23%
Default Risk
23%
Q-ratio
23%
Risk-neutral
23%
Macro Risks
19%
Yield Curve
18%
Vector Autoregression
16%
Historical Distribution
16%
Economics, Econometrics and Finance
Yield Curve
100%
Volatility
92%
Finance
46%
Price
46%
Arbitrage
41%
Interest Rate
38%
Investors
30%
Pricing
23%
Credit Derivative
23%
Risk Premium
23%
Shock
23%
Investment Decision
23%
CAPM
23%
Risk Factor
12%
Autoregression
9%
Zero-Coupon Bond
7%
Central Bank
7%
Inflation
7%
Robust Statistics
7%
Time Series
7%