Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Chris Telmer
Affine Models of Currency Pricing
Consumption and Risk Sharing Over the Life Cycle
Related publications
Arbitrage-Free Affine Models of the Forward Price of Foreign Currency
SSRN Electronic Journal
Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options
Stock and Bond Pricing in an Affine Economy
An Actuarial Approach to Foreign Currency Option Pricing
Assembling Integrable Σ-Models as Affine Gaudin Models
Journal of High Energy Physics
High Energy Physics
Nuclear
Optimal Monetary Policy in Small Open Economies: Producer Currency Pricing
SSRN Electronic Journal
Monetary Policy and Models of Currency Demand
IMF Working Papers
Design and Estimation of Multi-Currency Quadratic Models
SSRN Electronic Journal
Evaluating Discrete Dynamic Strategies in Affine Models
Quantitative Finance
Economics
Econometrics
Finance
