Luca Benzoni
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Benzoni |
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Federal Reserve Bank of Chicago
Research profile
author of:
- Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models (RePEc:aah:create:2007-25)
by Torben G. Andersen & Luca Benzoni - Stochastic Volatility (RePEc:aah:create:2010-10)
by Torben G. Andersen & Luca Benzoni - The Value and Risk of Human Capital (RePEc:anr:refeco:v:7:y:2015:p:179-200)
by Luca Benzon & Olena Chyruk - An Empirical Investigation of Continuous‐Time Equity Return Models (RePEc:bla:jfinan:v:57:y:2002:i:3:p:1239-1284)
by Torben G. Andersen & Luca Benzoni & Jesper Lund - Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (RePEc:bla:jfinan:v:62:y:2007:i:5:p:2123-2167)
by Luca Benzoni & Pierre Collin‐Dufresne & Robert S. Goldstein - Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models (RePEc:bla:jfinan:v:65:y:2010:i:2:p:603-653)
by Torben G. Andersen & Luca Benzoni - Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature (RePEc:ecm:nawm04:432)
by Jesper Lund & Torben G. Andersen & Luca Benzoni - Explaining asset pricing puzzles associated with the 1987 market crash (RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573)
by Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S. - Debt dynamics with fixed issuance costs (RePEc:eee:jfinec:v:146:y:2022:i:2:p:385-402)
by Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao - Conflict of interest and certification in the U.S. IPO market (RePEc:eee:jfinin:v:19:y:2010:i:2:p:235-254)
by Benzoni, Luca & Schenone, Carola - Lifecycle investment decisions and labor income risk (RePEc:fip:fedfel:y:2010:i:jul12:n:2010-21)
by Luca Benzoni & Robert S. Goldstein - Monetary Policy, Inflation Outlook, and Recession Probabilities (RePEc:fip:fedgfn:2022-07-12)
by Andrea Ajello & Luca Benzoni & Makena Schwinn & Yannick Timmer & Francisco Vazquez-Grande - Investing over the life cycle with long-run labor income risk (RePEc:fip:fedhep:y:2009:i:qiii:p:29-43:n:v.33no.3)
by Luca Benzoni & Olena Chyruk - No-arbitrage restrictions and the U.S. Treasury market (RePEc:fip:fedhep:y:2012:i:qii:p:55-74:n:v.36no.2)
by Andrea Ajello & Luca Benzoni & Olena Chyruk - Why Does the Yield-Curve Slope Predict Recessions? (RePEc:fip:fedhle:00093)
by Luca Benzoni & Olena Chyruk & David Kelley - Sources of Fluctuation in Short-Term Yields and Recession Probabilities (RePEc:fip:fedhle:94681)
by Andrea Ajello & Luca Benzoni & Makena Schwinn & Yannick Timmer & Francisco Vazquez-Grande - The 2025 U.S. Debt Limit Through the Lens of Financial Markets (RePEc:fip:fedhwp:101720)
by Luca Benzoni & Marisa Wernick - Optimal Debt Dynamics, Issuance Costs, and Commitment (RePEc:fip:fedhwp:92694)
by Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying - Debt Dynamics with Fixed Issuance Costs (RePEc:fip:fedhwp:95476)
by Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying - What does the CDS market imply for a U.S. default? (RePEc:fip:fedhwp:96219)
by Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi - On the Mechanics of Fiscal Inflations (RePEc:fip:fedhwp:98723)
by Marco Bassetto & Luca Benzoni & Jason Hall - Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models (RePEc:fip:fedhwp:wp-06-15)
by Torben G. Andersen & Luca Benzoni - Conflict of interest and certification in the U.S. IPO market (RePEc:fip:fedhwp:wp-07-09)
by Luca Benzoni & Carola Schenone - Portfolio choice over the life-cycle when the stock and labor markets are cointegrated (RePEc:fip:fedhwp:wp-07-11)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein - Realized volatility (RePEc:fip:fedhwp:wp-08-14)
by Torben G. Andersen & Luca Benzoni - Stochastic volatility (RePEc:fip:fedhwp:wp-09-04)
by Torben G. Andersen & Luca Benzoni - Explaining asset pricing puzzles associated with the 1987 market crash (RePEc:fip:fedhwp:wp-2010-10)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein - Can standard preferences explain the prices of out-of-the-money S&P 500 put options? (RePEc:fip:fedhwp:wp-2011-11)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein - Modeling credit contagion via the updating of fragile beliefs (RePEc:fip:fedhwp:wp-2012-04)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - Human Capital and Long-Run Labor Income Risk (RePEc:fip:fedhwp:wp-2013-16)
by Luca Benzoni & Olena Chyruk - Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates (RePEc:fip:fedhwp:wp-2014-11)
by Andrea Ajello & Luca Benzoni & Olena Chyruk - The Value and Risk of Human Capital (RePEc:fip:fedhwp:wp-2015-06)
by Luca Benzoni & Olena Chyruk - The Interplay Between Financial Conditions and Monetary Policy Shocks (RePEc:fip:fedhwp:wp-2016-11)
by Marco Bassetto & Luca Benzoni & Trevor Serrao - Estimating the Tax and Credit-Event Risk Components of Credit Spreads (RePEc:fip:fedhwp:wp-2017-17)
by Luca Benzoni & Robert S. Goldstein - Selecting Primal Innovations in DSGE models (RePEc:fip:fedhwp:wp-2017-20)
by Filippo Ferroni & Stefano Grassi & Miguel A. León-Ledesma - Why Does the Yield-Curve Slope Predict Recessions? (RePEc:fip:fedhwp:wp-2018-15)
by Luca Benzoni & Olena Chyruk & David Kelley - Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads (RePEc:fip:fedhwp:wp-2019-08)
by Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein - On the Mechanics of Fiscal Inflations (RePEc:fip:fedmqr:98599)
by Marco Bassetto & Luca Benzoni & Jason Hall - Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads (RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4331-4352)
by Luca Benzoni & Lorenzo Garlappi & Robert Goldstein - Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income (RePEc:nbr:nberwo:11247)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein - Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options (RePEc:nbr:nberwo:11861)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein - Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models (RePEc:nbr:nberwo:12962)
by Torben G. Andersen & Luca Benzoni - An Empirical Investigation of Continuous-Time Equity Return Models (RePEc:nbr:nberwo:8510)
by Torben G. Andersen & Luca Benzoni & Jesper Lund - Modeling Credit Contagion via the Updating of Fragile Beliefs (RePEc:oup:rfinst:v:28:y:2015:i:7:p:1960-2008.)
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates (RePEc:oup:rfinst:v:33:y:2020:i:8:p:3719-3765.)
by Andrea Ajello & Luca Benzoni & Olena Chyruk & Stijn Van Nieuwerburgh - Core and `Crust': Consumer Prices and the Term Structure of Interest Rates (RePEc:red:sed012:922)
by Olena Chyruk & Luca Benzoni & Andrea Ajello - The Interplay Between Financial Conditions and Monetary Policy Shocks (RePEc:red:sed017:1124)
by Trevor Serrao & Luca Benzoni & Marco Bassetto