Details about Andrea Buraschi

Access statistics for papers by Andrea Buraschi.

Last updated 2014-07-20. Update your information in the RePEc Author Service.

Short-id: pbu99

Working Papers

2002

1. Donations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

Journal Articles

2014

1. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
   Journal of Finance, 2014, 69, (1), 101-137 View citations (69)

2010

2. Correlation Risk and Optimal Portfolio Choice
   Journal of Finance, 2010, 65, (1), 393-420 View citations (107)
3. Differences in beliefs and currency risk premiums
   Journal of Financial Economics, 2010, 98, (3), 415-438 View citations (57)

2007

4. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates
   Journal of Finance, 2007, 62, (6), 3009-3063 View citations (59)

2006

5. Model Uncertainty and Option Markets with Heterogeneous Beliefs
   Journal of Finance, 2006, 61, (6), 2841-2897 View citations (140)

2005

6. Inflation risk premia and the expectations hypothesis
   Journal of Financial Economics, 2005, 75, (2), 429-490 View citations (116)
7. Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
   Journal of Banking & Finance, 2005, 29, (11), 2883-2907 View citations (5)

2002

8. Liquidity risk and specialness
   Journal of Financial Economics, 2002, 64, (2), 243-284 View citations (56)

2001

9. The Price of a Smile: Hedging and Spanning in Option Markets
   The Review of Financial Studies, 2001, 14, (2), 495-527 View citations (66)