Anh Tuan Le

    • 149 Citations
    • 6 h-Index
    20102017

    Research output per year

    If you made any changes in Pure these will be visible here soon.

    Fingerprint Dive into the research topics where Anh Tuan Le is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    • 2 Similar Profiles

    Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    Research Output

    • 149 Citations
    • 6 h-Index
    • 7 Article

    The price of variance risk

    Dew-Becker, I., Giglio, S., Le, A. & Rodriguez, M., Feb 1 2017, In : Journal of Financial Economics. 123, 2, p. 225-250 26 p.

    Research output: Contribution to journalArticle

  • 24 Scopus citations

    Separating the Components of Default Risk: A Derivative-Based Approach

    Le, A., Mar 1 2015, In : Quarterly Journal of Finance. 5, 1, 1550005.

    Research output: Contribution to journalArticle

  • 4 Scopus citations

    Why do term structures in different currencies co-move?

    Jotikasthira, C., Le, A. & Lundblad, C., Jan 1 2015, In : Journal of Financial Economics. 115, 1, p. 58-83 26 p.

    Research output: Contribution to journalArticle

  • 21 Scopus citations

    Gaussian macro-finance term structure models with lags

    Joslin, S., Le, A. & Singleton, K. J., Sep 1 2013, In : Journal of Financial Econometrics. 11, 4, p. 581-609 29 p., nbt012.

    Research output: Contribution to journalArticle

  • 9 Scopus citations

    Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs

    Joslin, S., Le, A. & Singleton, K. J., Sep 1 2013, In : Journal of Financial Economics. 109, 3, p. 604-622 19 p.

    Research output: Contribution to journalArticle

  • 32 Scopus citations