Andrey Ermolov

Latest Institution: Fordham University

All Institutions: Fordham University; Columbia University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Macro Risks and the Term Structure of Interest Rates

Year: 2016
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

The Variance Risk Premium in Equilibrium Models

Year: 2020
Journal: Review of Finance
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

International Yield Comovements

Year: 2021
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Andrey Ermolov


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