
Andrea Vedolin
Dean’s Research Scholar
Professor, Finance
Selected Research Presentations
Vedolin, A. Jensen Bounds, Bocconi University, 2023
Publications
Leombroni, M., Vedolin, A., Venter, G., Whelan, P. (In Press). “Central Bank Communication and the Yield Curve”, Journal of Financial Economics
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
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