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Anh Le
Anh Le
Penn State University, Smeal College of Business
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics, 2015
2072015
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
191*2010
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
S Joslin, A Le, K Singleton
Journal of Financial Economics, 2011
1602011
Why Do Term Structures in Different Currencies Comove?
P Jotikasthira, A Le, C Lundblad
Journal of Financial Economics, 2012
1392012
Gaussian Macro-Finance Term Structure Models with Lags
S Joslin, A Le, KJ Singleton
Journal of Financial Econometrics, 2013
552013
The structure of risks in equilibrium affine models of bond yields
A Le, KJ Singleton
Working paper, UNC, 2012
53*2012
Separating the components of default risk: a derivative-based approach
A Le
The Quarterly Journal of Finance 5 (01), 1550005, 2015
46*2015
Interest rate volatility and no-arbitrage affine term structure models
S Joslin, A Le
Management Science 67 (12), 7391-7416, 2021
31*2021
An equilibrium term structure model with recursive preferences
A Le, KJ Singleton
American Economic Review 100 (2), 557-61, 2010
242010
Tractable term-structure models and the zero lower bound
B Feunou, JS Fontaine, A Le, C Lundblad
Bank of Canada Staff Working Paper, 2015
21*2015
Implied bond liquidity
R Bushman, A Le, F Vasvari
Unpublished working paper. University of North Carolina at Chapel Hill …, 2010
212010
Risk and Return Trade-off in the US Treasury Markets
E Ghysels, A Le, S Park, H Zhu
162013
Risk premia in Gold Lease Rates
A Le, H Zhu
52013
Tractable Term Structure Models
B Feunou, JS Fontaine, A Le, C Lundblad
Management Science, 2022
22022
Tractable Term Structure Models
A Le, B Feunou, C Lundblad, JS Fontaine
Staff Working Papers, 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