Luca Benzoni - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

	Title	Other author(s)
Abstract	Modeling Credit Contagion via the Updating of Fragile Beliefs Chicago Fed Working papers [View] (Paper: WP-2012-04, 01.11.2012)	Pierre Collin-Dufresne Robert S. Goldstein Jean Helwege
Abstract	Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options? Chicago Fed Working papers [View] (Paper: WP-2011-11, 29.11.2011)	Pierre Collin-Dufresne Robert S. Goldstein
Abstract	Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash Chicago Fed Working papers [View] (Paper: WP-2010-10, 18.11.2010)	Pierre Collin-Dufresne Robert S. Goldstein
Abstract Full text	Stochastic Volatility Chicago Fed Working papers [View] (Paper: WP-2009-04, 24.09.2009)	Torben G. Andersen
Abstract Full text	Realized Volatility Chicago Fed Working papers [View] (Paper: WP-2008-14, 02.12.2008)	Torben G. Andersen
Abstract Full text	Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are Cointegrated Chicago Fed Working papers [View] (Paper: WP-2007-11, 19.11.2007)	Pierre Collin-Dufresne Robert S. Goldstein
Abstract Full text	Conflict of Interest and Certification in the U.S. IPO Market Chicago Fed Working papers [View] (Paper: WP-2007-09, 15.10.2007)	Carola Schenone
Abstract Full text	Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models Chicago Fed Working papers [View] (Paper: WP-2006-15, 01.12.2006)	Torben G. Andersen

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006