Stefano Giglio - Related Documents - Free people check at Yasni.com

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Excess Volatility: Beyond Discount Rates by Stefano Giglio, Bryan T....

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We document a form of excess volatility that is difficult to reconcile with standard models of prices, even after accounting for variation in discount rates. We

CiteSeerX — Credit Default Swap Spreads and Systemic Financial Risk ∗

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BibTeX @MISC{Giglio11creditdefault, author = {Stefano Giglio and Anton Korinek and David Laibson and Greg Mankiw and Ian Martin and Parag Pathak and Carolin …

stefano giglio - Academia.edu

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CiteSeerX — Kim, Peter Nebres, and Julia Pei for assistance in...

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... Yogo and Prices For Comments and We Thank Jennie Bai and Jeffrey Brown and Itamar Drechsler and Kenneth Froot and Stefano Giglio and Zain Mohey-deen and …

Taming the Factor Zoo by Guanhao Feng, Stefano Giglio, Dacheng Xiu ::...

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We propose a model-selection method to systematically evaluate the contribution to asset pricing of any new factor, above and beyond what a high-dimensional set

The Price of Variance Risk by Ian Dew-Becker, Stefano Giglio, Anh Le,...

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In the period , the average investor in the variance swap market was indifferent to news about future variance at horizons ranging from 1 month to 14 y