Scott Joslin

Scott Joslin

University of Southern California - Los Angeles / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1624520
person_outline Scott Joslin's MOST POPULAR ARTICLES
1-) Risk premiums in dynamic term structure models with unspanned macro risksS Joslin, M Priebsch, K SingletonJournal of Finance, 20146572014
2-) A new perspective on Gaussian dynamic term structure modelsS Joslin, KJ Singleton, H ZhuReview of Financial Studies 24 (3), 926, 20115612011
3-) Rare disasters and risk sharing with heterogeneous beliefsH Chen, S Joslin, NK TranThe Review of Financial Studies 25 (7), 2189-2224, 20121732012
4-) Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-VARsS Joslin, A Le, KJ SingletonJournal of Financial Economics, 20131882013
5-) Demand for crash insurance, intermediary constraints, and risk premia in financial marketsH Chen, S Joslin, SX NiThe Review of Financial Studies 32 (1), 228-265, 20191342019