EducationPhD, 2006, business administration (finance), Stanford Graduate School of Business, Stanford University
MMath, 2001, statistics and finance, University of Waterloo
AB, 1999, applied mathematics and economics, Harvard University
Expertise
Empirical asset pricing
Fixed income
International finance
Repurchase markets
Current Research
"Exchange Rate Volatility and the Forward Premium Anomaly," Jeremy Graveline (working paper).
"Do Options Contain Information About Excess Bond Returns?" Jeremy Graveline, Caio Ibsen Rodrigues de Almeida, and Scott Joslin (working paper).
"Who Makes On-the-Run Treasuries Special?" Jeremy Graveline and Matthew R. McBrady (working paper).
Other Publications
- "Exchange Rate Volatility and the Forward Premium Anomaly," Jeremy Graveline.
- "Do Options Contain Information About Excess Bond Returns?" Jeremy Graveline, Caio Ibsen Rodrigues de Almeida, and Scott Joslin.
- "Who Makes On-the-Run Treasuries Special?" Jeremy Graveline and Matthew R. McBrady.
Courses
- Spring, 2010
- FINA 4523 Derivatives I Sec. 001
- FINA 4529 Derivatives II Capstone Sec. 001
- FINA 6541 Derivatives, Futures, and Options Sec. 060
- FINA 6622 Financial Risk Management Sec. 060
- FINA 6622 Financial Risk Management Sec. 061
