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Details about Andrea Buraschi

E-mail:
Homepage:http://www3.imperial.ac.uk/people/a.buraschi
Workplace:Business School, Imperial College, (more information at EDIRC)

Access statistics for papers by Andrea Buraschi.

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

Short-id: pbu99


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Working Papers

2002

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

Journal Articles

2014

  1. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
    Journal of Finance, 2014, 69, (1), 101-137 Downloads View citations (48)

2010

  1. Correlation Risk and Optimal Portfolio Choice
    Journal of Finance, 2010, 65, (1), 393-420 Downloads View citations (80)
  2. Differences in beliefs and currency risk premiums
    Journal of Financial Economics, 2010, 98, (3), 415-438 Downloads View citations (50)

2007

  1. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates
    Journal of Finance, 2007, 62, (6), 3009-3063 Downloads View citations (49)

2006

  1. Model Uncertainty and Option Markets with Heterogeneous Beliefs
    Journal of Finance, 2006, 61, (6), 2841-2897 Downloads View citations (105)

2005

  1. Inflation risk premia and the expectations hypothesis
    Journal of Financial Economics, 2005, 75, (2), 429-490 Downloads View citations (92)
  2. Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
    Journal of Banking & Finance, 2005, 29, (11), 2883-2907 Downloads View citations (4)

2002

  1. Liquidity risk and specialness
    Journal of Financial Economics, 2002, 64, (2), 243-284 Downloads View citations (44)

2001

  1. The Price of a Smile: Hedging and Spanning in Option Markets
    Review of Financial Studies, 2001, 14, (2), 495-527 View citations (57)
 
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