Andrea Vedolin

Dean’s Research Scholar Associate Professor, Finance
  • Phone 617-353-4168
  • Office 522H
  • BOSTON UNIVERSITY
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215

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    Publications
  • Korsaye, S., Trojani, F., Vedolin, A. (In Press). "The Global Factor Structure of Exchange Rates", Journal of Financial Economics
  • Leombroni, M., Vedolin, A., Venter, G., Whelan, P. (In Press). "Central Bank Communication and the Yield Curve", Journal of Financial Economics
  • Sandulescu, M., Trojani, F., Vedolin, A. (In Press). "Model-Free International Stochastic Discount Factors", Journal of Finance
  • Korsaye, S., Trojani, F., Vedolin, A. (In Press). "The Global Factor Structure of Exchange Rates", SSRN Electronic Journal
  • Dew-Becker, I., Tahbaz-Salehi, A., Vedolin, A. (In Press). "Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence", SSRN Electronic Journal
  • SANDULESCU, M., TROJANI, F., VEDOLIN, A. (2021). "Model-Free International Stochastic Discount Factors", The Journal of Finance, 76 (2), 935-976
  • Mueller, P., Vedolin, A., Zhou, H. (2019). "Short-Run Bond Risk Premia", Quarterly Journal of Finance, 9 (3)
  • Bretscher, L., Schmid, L., Vedolin, A. (2018). "Interest Rate Risk Management in Uncertain Times", The Review of Financial Studies, 31 (8), 3019-3060
  • Mueller, P., Stathopoulos, A., Vedolin, A. (2017). "International correlation risk", Journal of Financial Economics, 126 (2), 270-299
  • Mueller, P., Tahbaz-Salehi, A., Vedolin, A. (2017). "Exchange Rates and Monetary Policy Uncertainty", Journal of Finance, 72 (3), 1213-1252
  • Choi, H., Mueller, P., Vedolin, A. (2017). "Bond Variance Risk Premiums", Review of Finance, 21 (3), 987-1022
  • Malkhozov, A., Mueller, P., Vedolin, A., Venter, G. (2016). "Mortgage Risk and the Yield Curve", Review of Financial Studies, 29 (5), 1220-1253
  • Buraschi, A., Trojani, F., Vedolin, A. (2014). "Economic Uncertainty, Disagreement, and Credit Markets", Management Science, 60 (5), 1281-1296
  • Buraschi, A., Trojani, F., Vedolin, A. (2014). "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia", Journal of Finance, 69 (1), 101-137
    Research Presentations
  • Vedolin, A. Jensen Bounds: Testable Restrictions on Asset Pricing Models, WU Wien, 2022
  • Vedolin, A. Jensen Bounds: Testable Restrictions on Asset Pricing Models, Aarhus University, 2021
  • Vedolin, A. Model Complexity, Expectations, and Asset Prices, KC Federal Reserve, 2021