Scott Joslin

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

ORCID: 0000-0001-7659-1490

University of Southern California, Los Angeles, California, USA

Publications

• Differential Inflationary Pressures on Low- and High-Income Groups: Individuals, Firms, and Rising Inequality — Contemporary Accounting Research 2026
• Interest Rate Volatility and No-Arbitrage Affine Term Structure Models — Management Science 2021
• Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets — The Review of Financial Studies 2019
• Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities? — Management Science 2018
• Interest rate volatility, the yield curve, and the macroeconomy — Journal of Financial Economics 2018
• Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks — The Journal of Finance 2014
• Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs — Journal of Financial Economics 2013
• Generalized Transform Analysis of Affine Processes and Applications in Finance — The Review of Financial Studies 2012
• Rare Disasters and Risk Sharing with Heterogeneous Beliefs — The Review of Financial Studies 2012
• A New Perspective on Gaussian Dynamic Term Structure Models — The Review of Financial Studies 2011
• Affine Disagreement and Asset Pricing — American Economic Review 2010