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1155 East 60th Street
Chicago, IL 60637
United States
University of Chicago - Harris School of Public Policy
SSRN RANKINGS
in Total Papers Downloads
DV01, Duration, Key Rate Duration, Interest Rate Risk, Yield Curve Risk, Dollar Duration, Modified Duration, Partial DV01
John Snow, Cholera, Causal Inference, Epidemiology, Statistical Methodology, History of Science
risk management, Research Foundation of CFA Institute, Coleman
How Much Does U.S. Fiscal System Redistribute?
progressivity, redistribution, inequality
Income inequality,top 1%,tax transfers,intergenerational mobility,human capital,market power
Credit default swap, CDS, valuation, risk
Forward Curve, Forward Rates, Yield Curve, Term Structure of Interest Rates
Bond, Swap, Market-to-Market, Risk
Swap Valuation Dual-Curve OIS
Probability, Expected Utility, Risk, Ambiguity
Covariance, Correlation, Asynchronous Trading, Non-synchronous Trading, Closing-Time Problem
Sharpe, Sharpe Ratio, sampling distribution, non-central Student-t, small-sample distribution, large-sample distribution, asymptotic distribution, confidence interval
Job flows, employment fluctuations, labor force, employment dynamics, worker flows
Risk management, extreme events, fat tails, fait-tailed distribution, extreme value theory
Three-state model, Labor supply, Unemployment, Aggregation
Income distribution, Inequality, Top 1% share, Fiscal income
