Concepedia

Jeremy J. Graveline

JJ

12

Publications

389

Citations

11

H-Index

2005

Active since

Affiliations

University of Minnesota(Current)

University of Southern California

University of California San Diego

Jeremy J. Graveline is an author at University of Minnesota specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsEconomic AnalysisFintechManagementExchange RateGlobal Finance

Publications per year

2005–2018

12

Publications

12

Crash Risk in Currency Returns

Mikhail Chernov, Jeremy J. Graveline, Irina Zviadadze · Journal of Financial and Quantitative Analysis · 2018 · 84 citations

Currency Risk, Volatility Modeling, Financial Risk Management +18

Do interest rate options contain information about excess returns?

Caio Almeida, Jeremy J. Graveline, Scott Joslin · Journal of Econometrics · 2011 · 56 citations

Empirical Finance, Interest Rate Options, Term Structure Model +5

Trading in derivatives when the underlying is scarce

Snehal Banerjee, Jeremy J. Graveline · Journal of Financial Economics · 2013 · 43 citations

Economics, Algorithmic Trading, Derivative Pricing +5

Exchange Rate Volatility and the Forward Premium Anomaly

Jeremy J. Graveline · 2006 · 43 citations

Volatility Modeling, Pricing Models, Financial Economics +12

Who makes on-the-run Treasuries special?

Jeremy J. Graveline, Matthew R. McBrady · Journal of Financial Intermediation · 2011 · 41 citations

Fintech, Financial Technology, On-the-run Treasuries +4

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