Luca Benzoni - Central Bank Research Hub

Papers by year: All | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

Title Other author(s)

Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates

Chicago Fed Working papers [View] (Paper: WP-2014-11, 07.11.2014)

Modeling Credit Contagion via the Updating of Fragile Beliefs

Chicago Fed Working papers [View] (Paper: WP-2012-04, 01.11.2012)

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)

Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash

Chicago Fed Working papers [View] (Paper: WP-2010-10, 18.11.2010)

Stochastic Volatility

Chicago Fed Working papers [View] (Paper: WP-2009-04, 24.09.2009)

Realized Volatility

Chicago Fed Working papers [View] (Paper: WP-2008-14, 02.12.2008)

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)

Conflict of Interest and Certification in the U.S. IPO Market

Chicago Fed Working papers [View] (Paper: WP-2007-09, 15.10.2007)

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)

Papers by year: All | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006