| Risk premiums in dynamic term structure models with unspanned macro risks S Joslin, M Priebsch, K Singleton Journal of Finance, 2014 | 714 | 2014 |
| A new perspective on Gaussian dynamic term structure models S Joslin, KJ Singleton, H Zhu Review of Financial Studies 24 (3), 926, 2011 | 612 | 2011 |
| Rare disasters and risk sharing with heterogeneous beliefs H Chen, S Joslin, NK Tran The Review of Financial Studies 25 (7), 2189-2224, 2012 | 178 | 2012 |
| Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-VARs S Joslin, A Le, KJ Singleton Journal of Financial Economics, 2013 | 174 | 2013 |
| Demand for crash insurance, intermediary constraints, and risk premia in financial markets H Chen, S Joslin, SX Ni The Review of Financial Studies 32 (1), 228-265, 2019 | 112 | 2019 |
| Can unspanned stochastic volatility models explain the cross section of bond volatilities S Joslin Management Science, Forthcoming, 2014 | 81* | 2014 |
| Generalized transform analysis of affine processes and applications in finance H Chen, S Joslin The Review of Financial Studies 25 (7), 2225-2256, 2012 | 81* | 2012 |
| Do interest rate options contain information about excess returns? C Almeida, JJ Graveline, S Joslin Journal of Econometrics, 2011 | 79* | 2011 |
| Gaussian macro-finance term structure models with lags S Joslin, A Le, KJ Singleton Journal of Financial Econometrics 11 (4), 581-609, 2013 | 61 | 2013 |
| Pricing and hedging volatility risk in fixed income markets S Joslin Unpublished working paper. USC Marshall School of Buiness, 2014 | 44* | 2014 |
| Interest rate volatility, the yield curve, and the macroeconomy S Joslin, Y Konchitchki Journal of Financial Economics 128 (2), 344-362, 2018 | 41 | 2018 |
| Interest rate volatility and no-arbitrage affine term structure models S Joslin, A Le Management Science 67 (12), 7391-7416, 2021 | 31 | 2021 |
| Affine disagreement and asset pricing H Chen, S Joslin, NK Tran American Economic Review 100 (2), 522-526, 2010 | 24 | 2010 |
| Pricing and hedging volatility in fixed income markets S Joslin Unpublished working paper. Working Paper, MIT, 2007 | 23 | 2007 |
| G10 swap and exchange rates J Graveline, S Joslin AFA 2011 Denver Meetings Paper, 2010 | 20 | 2010 |
| Demand for crash insurance, intermediary constraints, and stock return predictability H Chen, S Joslin, S Ni AFA 2013 San Diego Meetings Paper, 2014 | 16 | 2014 |
| The term structure of liquidity premium S Joslin, W Li, Y Song USC Marshall School of Business Research Paper, 2021 | 10 | 2021 |
| Demand for crash insurance and stock returns H Chen, S Joslin, S Ni | 9 | 2013 |
| Supplement to “a new perspective on gaussian dtsms.” S Joslin, K Singleton, H Zhu Working paper//Sloan School, 2010 | 8 | 2010 |
| An equivalence result for VC classes of sets S Joslin, RP Sherman Econometric Theory 19 (6), 1123-1127, 2003 | 5 | 2003 |
