Christopher Jones | Faculty Profiles | USC Marshall School of Business

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Christopher Jones

Associate Professor of Finance and Business Economics

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone:

213-740-9485

christopher.jones@marshall.usc.edu

Education:

PhD, Wharton School, University of Pennsylvania; BA, Pomona Collage

Personal Website:

http://www-bcf.usc.edu/~christoj/

Overview
Research
C.V.

Overview

Christopher Jones conducts research on empirical asset pricing and financial econometrics. He is an expert on volatility modeling and its application to option pricing and fixed income. He currently teaches courses on investment management. Prior to USC, Professor Jones was on the faculty at the University of Rochester.

Research

New Orders and Asset Prices • 2012

Inventory Investment and the Cost of Capital • 2012

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility • 2009

Identification of Maximal Affine Term Structure Models • 2008

A Nonlinear Factor Analysis of S&P 500 Index Option Returns • 2006

Forecasting Volatility with Range-Based EGARCH Models • 2006

Mutual Fund Performance with Learning Across Funds • 2005

Nonlinear Mean Reversion in the Short-Term Interest Rate • 2003

The Dynamics of Stochastic Volatility: Evidence from Underlying and Options Markets • 2003

Extracting Factors from Heteroskedastic Asset Returns • 2001

The Predictive Failure of the Baba, Hendry, and Starr Model of M1 • 1998

The Interest Sensitivity of Wealth in the life Cycle Model • 1994

Bayesian Estimation of Continuous-Time Finance Models

Estimating Yield Curves from Asynchronous LIBOR and Swap Quotes

C.V.

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