Concepedia

Scott Joslin

SJ

19

Publications

2K

Citations

16

H-Index

2005

Active since

Affiliations

University of Southern California(Current)

Stanford University

Massachusetts Institute of Technology

University of Minnesota

Pennsylvania State University

Scott Joslin is an author at University of Southern California specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsAsset PricingEconomicsMacro FinanceEmpirical FinanceVolatility ModelingInsuranceManagement

Publications per year

2005–2021

19

Publications

19

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Scott Joslin, Marcel A. Priebsch, Kenneth J. Singleton · The Journal of Finance · 2014 · 539 citations

Empirical Finance, Term Structure Model, Financial Risk Management +22

A New Perspective on Gaussian Dynamic Term Structure Models

Scott Joslin, Kenneth J. Singleton, Haoxiang Zhu · Review of Financial Studies · 2011 · 514 citations

A New Perspective on Gaussian Dynamic Term Structure Models

Scott Joslin, Kenneth J. Singleton, Haoxiang Zhu · SSRN Electronic Journal · 2010 · 191 citations · Full text

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

Scott Joslin, Anh Le, Kenneth J. Singleton · Journal of Financial Economics · 2013 · 156 citations

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

Hui Chen, Scott Joslin, Sophie Xiaoyan Ni · Review of Financial Studies · 2018 · 111 citations · Full text

Empirical Finance, Financial Risk Management, New Measure +20

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