Scott Joslin, Ph.D.
Affiliations: | 2007 | Stanford University, Palo Alto, CA |
Area:
FinanceGoogle:
"Scott Joslin"Parents
Sign in to add mentor| Kenneth J. Singleton | grad student | 2007 | Stanford | |
| (Essays in financial economics.) | ||||
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Publications
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| Chen H, Joslin S, Ni SX. (2019) Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets Review of Financial Studies. 32: 228-265 |
| Joslin S. (2017) Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities Management Science. 64: 1707-1726 |
| Joslin S, Konchitchki Y. (2017) Interest Rate Volatility, the Yield Curve, and the Macroeconomy ☆ Journal of Financial Economics. 128: 344-362 |
| Joslin S, Konchitchki Y. (2017) WITHDRAWN: Interest rate volatility, the yield curve, and the macroeconomy Journal of Financial Economics |
| Joslin S, Priebsch M, Singleton KJ. (2014) Risk premiums in dynamic term structure models with unspanned macro risks Journal of Finance. 69: 1197-1233 |
| Joslin S, Priebsch M, Singleton KJ. (2014) Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks: Term Structure Models with Unspanned Macro Risks Journal of Finance. 69: 1197-1233 |
| Joslin S, Le A, Singleton KJ. (2013) Gaussian macro-finance term structure models with lags Journal of Financial Econometrics. 11: 581-609 |
| Joslin S, Le A, Singleton KJ. (2013) Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs Journal of Financial Economics. 109: 604-622 |
| Chen H, Joslin S, Tran NK. (2012) Rare disasters and risk sharing with heterogeneous beliefs Review of Financial Studies. 25: 2189-2224 |
| Chen H, Joslin S. (2012) Generalized transform analysis of affine processes and applications in finance Review of Financial Studies. 25: 2225-2256 |