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Publications by Alexandre Vezina

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal

English

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Time Varying Risk Premia in Corporate Bond Markets

SSRN Electronic Journal

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Time-Varying Risk Aversion and the Predictability of Bond Premia

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Distress Risk Premia in Stock and Bond Returns

SSRN Electronic Journal

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Currency Risk Premia in Global Stock Markets

IMF Working Papers

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Robust Bond Risk Premia

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Short-Run Bond Risk Premia

Quarterly Journal of Finance

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Bond Risk Premia in Consumption-Based Models

SSRN Electronic Journal

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Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure

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A Factor Analysis of Bond Risk Premia

Handbook of Empirical Economics and Finance

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