Vedolin, Andrea

Item Type Year Departments File available

Article

Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2017). International correlation risk. Journal of Financial Economics, 126(2), 270-299. https://doi.org/10.1016/j.jfineco.2016.09.012

Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2017). Exchange rates and monetary policy uncertainty. Journal of Finance, 72(3), 1213 - 1252. https://doi.org/10.1111/jofi.12499

Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2016). Mortgage risk and the yield curve. Review of Financial Studies, 29(5), 1220 - 1253. https://doi.org/10.1093/rfs/hhw003

Buraschi, Andrea, Trojani, Fabio, Vedolin, Andrea (2014). When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. Journal of Finance, 69(1), 101 - 137. https://doi.org/10.1111/jofi.12095

Online resource

Macchiarelli, Corrado, Monti, Mara, Vedolin, Andrea (2017). Assessing the impact of the ECB's Corporate Sector Purchase Programme on SMEs.

Tahbaz-Salehi, Alireza, Vedolin, Andrea, Muelle, Philippe (2016). Some currency trading positions yield increased returns aroundFed announcements.

Tahbaz-Salehi, Alireza, Vedolin, Andrea, Mueller, Philippe (2016). Some currency trading positions yield increased returns around Fed announcements.

Working paper

Choi, Hoyong, Mueller, Philippe, Vedolin, Andrea (2016). Bond variance risk premiums. Social Science Research Network (SSRN).

Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2016). Exchange rates and monetary policy uncertainty. (Systemic Risk Centre Discussion Papers 54). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf

Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2016). Exchange rates and monetary policy uncertainty. (Systemic Risk Centre Discussion Papers 54). Systemic Risk Centre, The London School of Economics and Political Science.

Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2014). International correlation risk. (Systemic Risk Centre Discussion Papers 26). Systemic Risk Centre, The London School of Economics and Political Science.

Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2013). Mortgage hedging in fixed income markets. (Financial Markets Group Discussion Papers 722). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf

Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2013). International correlation risk. (Financial Markets Group Discussion Papers 716). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf

Vedolin, Andrea (2012). Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia. Department of Finance, London School of Economics and Political Science.

Mueller, Philippe, Vedolin, Andrea, Yen, Yu-Min (2012). Bond variance risk premia. (Financial Markets Group Discussion Papers 699). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf

Buraschi, Andrea, Trojani, Fabio, Vedolin, Andrea (2011). Economic uncertainty, disagreement, and credit markets.

Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short run bond risk premia. (Financial Markets Group Discussion Papers 686). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf

Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short-run bond risk premia. (AFA 2013 San Diego Meetings Paper).

Buraschi, Andrea, Trojani, Fabio, Vedolin, Andrea (2011). When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. (EFA 2009 Bergen meetings paper). SSRN.