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Information about:
Andrea Buraschi

Personal Details | Affiliation | Works

This is information that was supplied by Andrea Buraschi in registering through RePEc. If you are Andrea Buraschi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Andrea
Middle Name:
Last Name: Buraschi
Suffix:

RePEc Short-ID: pbu99

Email:
Homepage: http://www3.imperial.ac.uk/people/a.buraschi
Postal Address:
Phone:

Affiliation

(in no particular order)

Tanaka School of Business
Imperial College
University of London
Location: London, United Kingdom
Homepage: http://www.imperial.ac.uk/tanaka
Email:
Phone: +44 (0)20 7594 9137
Fax: +44 (0)20 7823 7685
Postal: South Kensington campus, London SW7 2AZ
Handle: RePEc:edi:sbimpuk (registered authors at this institution)

Works

Working papers

Buraschi, Andrea & Cornelli, Francesca, 2002. "Donations," CEPR Discussion Papers 3488, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Articles

Andrea Buraschi & Alexei Jiltsov, 2007. "Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 62(6), pages 3009-3063, December. [Downloadable!] (restricted)
Andrea Buraschi & Alexei Jiltsov, 2006. "Model Uncertainty and Option Markets with Heterogeneous Beliefs," Journal of Finance, American Finance Association, vol. 61(6), pages 2841-2897, December. [Downloadable!] (restricted)
Buraschi, Andrea & Jiltsov, Alexei, 2005. "Inflation risk premia and the expectations hypothesis," Journal of Financial Economics, Elsevier, vol. 75(2), pages 429-490, February. [Downloadable!] (restricted)
Buraschi, Andrea & Corielli, Francesco, 2005. "Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2883-2907, November. [Downloadable!] (restricted)
Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, vol. 64(2), pages 243-284, May. [Downloadable!] (restricted)
Buraschi, Andrea & Jackwerth, Jens, 2001. "The Price of a Smile: Hedging and Spanning in Option Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(2), pages 495-527.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

No paper was announced in a field specific NEP report

Did you know? About 2000 working paper series are listed on RePEc.

This page was last updated on 2008-8-20.

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