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Co-authors
Tim BollerslevDuke UniversityVerified email at duke.edu
Francis DieboldProfessor of Economics, University of PennsylvaniaVerified email at sas.upenn.edu
Torben G. AndersenProfessor of Finance, Kellogg School, Northwestern UniversityVerified email at northwestern.edu
Alain ChaboudPrincipal Economist, Federal Reserve BoardVerified email at frb.gov
Paolo PasquarielloJohn C. and Sally S. Morley Professor of Finance, Ross School of Business, University of MichiganVerified email at umich.edu
Elizabeth DemersUniversity of Waterloo School of Accounting & FinanceVerified email at uwaterloo.ca
Erik HjalmarssonProfessor of Finance, University of GothenburgVerified email at economics.gu.se
Chiara ScottiBanca d’ItaliaVerified email at bancaditalia.it
Rui AlbuquerqueBoston College Carroll School of ManagementVerified email at bc.edu
Lutz KilianFederal Reserve Bank of DallasVerified email at dal.frb.org
Wenxin DuColumbia Business SchoolVerified email at columbia.edu
Thierry FOUCAULTHEC, ParisVerified email at hec.fr
Thomas GilbertAssociate Professor of Finance, University of WashingtonVerified email at uw.edu
Georg StrasserEuropean Central BankVerified email at ecb.europa.eu
Michael B. GordyPrincipal Economist, Federal Reserve BoardVerified email at frb.gov
Gregory H BauerLang School of Business and Economics, University of GuelphVerified email at uoguelph.ca
Hedi BenamarQuantitative Research & Development