Scott Joslin
Impact in
- Finance top 0.5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Global Financial Crisis and Policies
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 28
- Stochastic processes and financial applications 18
- Financial Markets and Investment Strategies 13
- Financial Risk and Volatility Modeling 11
- Credit Risk and Financial Regulations 9
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- Monetary Policy and Economic Impact 9
- Co-authors
- Kenneth J. Singleton (8 shared papers)Haoxiang Zhu (3 shared papers)Marcel A. Priebsch (2 shared papers)Anh Le (4 shared papers)Hui Chen (5 shared papers)Sophie Xiaoyan Ni (4 shared papers)Jeremy J. Graveline (4 shared papers)Caio Almeida (3 shared papers)
- Journals
- Journal of Financial Economics (3 papers)Review of Financial Studies (3 papers)Management Science (2 papers)The Journal of Finance (1 paper)American Economic Review (1 paper)
- Partner nations
- United StatesHong KongBrazil
In The Last Decade
Scott Joslin
29 papers receiving 1.1k citations
Scott Joslin's Hit Papers
Peers
Comparison fields: 5 of 32
- Finance 1.1k
- General Economics, Econometrics and Finance 646
- Economics and Econometrics 391
- Accounting 50
- Demography 49
Countries citing papers authored by Scott Joslin
This map shows the geographic impact of Scott Joslin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Scott Joslin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Scott Joslin more than expected).
Fields of papers citing papers by Scott Joslin
This network shows the impact of papers produced by Scott Joslin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Scott Joslin. The network helps show where Scott Joslin may publish in the future.
Co-authors
The 13 scholars most cited alongside Scott Joslin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 30 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A New Perspective on Gaussian Dynamic Term Structure Models Hit paper breakdown → | 2011 | 339 |
| 2 | Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks Hit paper breakdown → | 2014 | 278 |
| 3 | 2010 | 122 | |
| 4 | 2013 | 97 | |
| 5 | 2018 | 64 | |
| 6 | 2013 | 48 | |
| 7 | 2011 | 35 | |
| 8 | 2011 | 29 | |
| 9 | 2013 | 28 | |
| 10 | 2017 | 23 | |
| 11 | 2017 | 20 | |
| 12 | 2011 | 15 | |
| 13 | 2010 | 13 | |
| 14 | 2021 | 12 | |
| 15 | 2006 | 12 | |
| 16 | Supplement to \A New Perspective on Gaussian DTSMs" | 2010 | 9 |
| 17 | 2013 | 7 | |
| 18 | 2010 | 6 | |
| 19 | Generalized Transform Analysis of Ane Processes and Applications in Finance | 2011 | 5 |
| 20 | 2012 | 4 |
About Scott Joslin
Scott Joslin is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Demography and Management Science and Operations Research, having authored 30 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (18 papers), Financial Markets and Investment Strategies (13 papers), Financial Risk and Volatility Modeling (11 papers), Monetary Policy and Economic Impact (9 papers), Credit Risk and Financial Regulations (9 papers), Insurance and Financial Risk Management (6 papers), Insurance, Mortality, Demography, Risk Management (4 papers) and Risk and Portfolio Optimization (3 papers). The work is most often cited by research in Finance (1.1k citations), General Economics, Econometrics and Finance (646 citations), Economics and Econometrics (391 citations), Accounting (50 citations) and Demography (49 citations). Scott Joslin has collaborated with scholars based in United States, Hong Kong and Brazil. Frequent co-authors include Kenneth J. Singleton, Haoxiang Zhu, Marcel A. Priebsch, Anh Le, Hui Chen, Sophie Xiaoyan Ni, Jeremy J. Graveline, Caio Almeida, Anh Tuấn Lê and Yaniv Konchitchki. Their work appears in journals such as Journal of Financial Economics, Review of Financial Studies, Management Science, The Journal of Finance and American Economic Review.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.