234 Wellington Street
Ottawa, Ontario K1A 0G9
Bank of Canada
in Total Papers Citations
Hedge Funds, Nonlinear Returns Structure, Valuation of Contingent Claims, Performance of Hedge Funds
Affine term structure model, asymptotic least squares, bond risk premia, singular covariance matrix, unspanned factors
Interest rates, Exchange rates, Monetary policy rules
Europe, Sweden, Switzerland, Central banks and their policies, United Kingdom, United States, Western Hemisphere, Unconventional monetary policy, event study, signaling, portfolio balance, asset purchases, Monetary Policy (Targets, Instruments, and Effects), Asset Pricing
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Exchange Rates, Forward Premium Puzzle, Hausman Test, Interest Rates, Orstein-Uhlenbeck Process, Temporal Aggregation
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