Concepedia

Anh Le

AL

19

Publications

1.1K

Citations

15

H-Index

2006

Active since

Affiliations

Pennsylvania State University(Current)

University of North Carolina at Chapel Hill

La Trobe University

National Bureau of Economic Research

Stanford University

Anh Le is an author at Pennsylvania State University specializing in finance, business, and economics.

ORCID

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Publications per year

2006–2023

19

Publications

19

The price of variance risk

Ian Dew-Becker, Stefano Giglio, Anh Le et al. · Journal of Financial Economics · 2016 · 183 citations

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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

Discrete-Time Affine<sup>ℚ</sup>Term Structure Models with Generalized Market Prices of Risk

Anh Le, Kenneth J. Singleton, Qiang Dai · Review of Financial Studies · 2010 · 155 citations

Why do term structures in different currencies co-move?

Chotibhak Jotikasthira, Anh Le, Christian Lundblad · Journal of Financial Economics · 2014 · 116 citations

, , +7

Carbon risk and corporate investment: A cross-country evidence

Dinh Hoang Bach Phan, Vuong Thao Tran, Chwee-Ming Tee et al. · Finance research letters · 2021 · 106 citations

, , +7

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