Andrea Vedolin
Dean’s Research Scholar
Professor, Finance
Selected Research Presentations
Vedolin, A. Jensen Bounds, Fed Board, 2023
Vedolin, A. Jensen Bounds, HKUST, 2023
Vedolin, A. Jensen Bounds, Chinese University of Hong Kong, 2023
Vedolin, A. Jensen Bounds, HKU, 2023
Vedolin, A. Jensen Bounds, BI-SHoF Conference, 2023
Vedolin, A. Subjective Expectations, 2023
Vedolin, A. Jensen Bounds, Erasmus, 2023
Vedolin, A. Jensen Bounds, 2023
Vedolin, A. Jensen Bounds, 2023
Vedolin, A. Jensen Bounds, 2023
Vedolin, A. Jensen Bounds, LUISS Finance Conference, 2023
Vedolin, A. Jensen Bounds, 2023
Vedolin, A. Jensen Bounds, 2023
Vedolin, A. Jensen Bounds, Bocconi University, 2023
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
Publications
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
Molavi, P., Tahbaz-Salehi, A., Vedolin, A. (2023). “Model Complexity, Expectations, and Asset Prices”, The Review of Economic Studies
Korsaye, S., Trojani, F., Vedolin, A. (2023). “The Global Factor Structure of Exchange Rates”, Journal of Financial Economics, 148 (1)
SANDULESCU, M., TROJANI, F., VEDOLIN, A. (2021). “Model-Free International Stochastic Discount Factors”, The Journal of Finance, 76 (2), 935-976
Dew-Becker, I., Tahbaz-Salehi, A., Vedolin, A. (2021). “Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence”, SSRN Electronic Journal
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