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Scott Joslin

Associate Professor of Finance and Business Economics
Building
HOH
Room / Office
712

PhD, Stanford University; MS, Caltech; BS, Oklahoma State University

Scott Joslin is a financial economist whose research focuses on capital markets, in particular, the study of bond and options markets and their interaction with the macroeconomy. His research involves sophisticated econometric and statistical techniques, and development of methods to solve computationally difficult problems. Professor Joslin's work has been published in journals that include American Economic Review and Review of Financial Studies. Prior to joining USC, he was on the faculty of MIT's Sloan School of Management.
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Scott Joslin () "Positive Factors in Asset Pricing Models ,".
Scott Joslin, Marcel Priebsch, Kenneth Singleton () "Risk Premiums in Dynamic Term Structure Models with Unspanned Risks ,"  Journal of Finance.
Scott Joslin, Anh Le, Kenneth Singleton () "Gaussian Macro-Finance Term Structure Models with Lags ,"  Journal of Financial Econometrics.
Scott Joslin, Anh Le, Kenneth Singleton () "Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-VARs ,"  Journal of Financial Economics.
Hui Chen, Scott Joslin, Ngoc-Khanh Tran () "Rare Disasters and Risk Sharing with Heterogeneous Beliefs ,"  Review of Financial Studies.
Hui Chen, Scott Joslin () "Generalized Transform Analysis of Affine Processes ,"  Review of Financial Studies.
Scott Joslin, Jeremy Graveline () "G10 Swap and Exchange Rates ,".