Andrea Buraschi

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2779-4897

Publications

• Financial Contagion in Network Economies and Asset Prices — Management Science 2024
• Subjective Bond Returns and Belief Aggregation — The Review of Financial Studies 2022
• Speculation, Sentiment, and Interest Rates — Management Science 2022
• The Geography of Funding Markets and Limits to Arbitrage — The Review of Financial Studies 2015
• Economic Uncertainty, Disagreement, and Credit Markets — Management Science 2014
• When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns — The Review of Financial Studies 2014
• Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas — The Journal of Finance 2014
• When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia — The Journal of Finance 2014
• Differences in beliefs and currency risk premiums — Journal of Financial Economics 2010
• Correlation Risk and Optimal Portfolio Choice — The Journal of Finance 2010
• Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates — The Journal of Finance 2007
• Model Uncertainty and Option Markets with Heterogeneous Beliefs — The Journal of Finance 2006
• Inflation risk premia and the expectations hypothesis — Journal of Financial Economics 2005
• Liquidity risk and specialness — Journal of Financial Economics 2002
• The Price of a Smile: Hedging and Spanning in Option Markets — The Review of Financial Studies 2001