Anh Le
Anh Le
Penn State University, Smeal College of Business
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk
A Le, KJ Singleton, Q Dai
Review of Financial Studies 23 (5), 2184-2227, 2010
172*2010
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics, 2015
1472015
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
S Joslin, A Le, K Singleton
Journal of Financial Economics, 2011
1272011
Why Do Term Structures in Different Currencies Comove?
P Jotikasthira, A Le, C Lundblad
Journal of Financial Economics, 2012
992012
The structure of risks in equilibrium affine models of bond yields
A Le, KJ Singleton
Working paper, UNC, 2012
43*2012
Separating the components of default risk: A derivative-based approach
A Le
The Quarterly Journal of Finance 5 (01), 1550005, 2015
39*2015
Gaussian Macro-Finance Term Structure Models with Lags
S Joslin, A Le, KJ Singleton
Journal of Financial Econometrics, 2013
382013
Interest rate volatility and no-arbitrage affine term structure models
S Joslin, A Le
Working Paper. University of Southern California, 2013
20*2013
An equilibrium term structure model with recursive preferences
A Le, KJ Singleton
American Economic Review 100 (2), 557-61, 2010
192010
Implied bond liquidity
R Bushman, A Le, F Vasvari
The University of North Carolina at Chapel Hill Working paper, 2010
182010
Tractable term-structure models and the zero lower bound
B Feunou, JS Fontaine, A Le, C Lundblad
Bank of Canada Staff Working Paper, 2015
12*2015
Risk and Return Trade-off in the US Treasury Markets
E Ghysels, A Le, S Park, H Zhu
102013
Risk premia in Gold Lease Rates
A Le, H Zhu
52013
Tractable Term Structure Models
B Feunou, JS Fontaine, A Le, CT Lundblad
Available at SSRN 2693568, 2018
2018
Tractable Term-Structure Models and the Zero Lower Bound
A Le, B Feunou, C Lundblad, JS Fontaine
Bank of Canada, 2015
2015
Tractable No-Dominance Term-Structure Models and the Zero Lower Bound
B Feunou, JS Fontaine, A Le, C Lundblad
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Articles 1–16