Citation Impact
Citing Papers
Variance Risk Premia
2007
Uncertainty Shocks as Second-Moment News Shocks
2019
Contagion in financial networks
2010
Measuring Geopolitical Risk
2022 Standout
Credit contagion and aggregate losses
2005
Systemic credit freezes in financial lending networks
2020 StandoutNobel
2016 Standout
Networks, Shocks, and Systemic Risk
2015 StandoutNobel
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Daniel Egloff being referenced
Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
2007
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
2010
A Simple Model of Credit Contagion
2004
A simple model of credit contagion
2007