Emil Siriwardane

Harvard Business School - Finance Unit

Assistant Professor

Boston, MA 02163

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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SSRN RANKINGS

Top 16,574

in Total Papers Downloads

4,006

SSRN CITATIONS
Rank 11,385

SSRN RANKINGS

Top 11,385

in Total Papers Citations

63

CROSSREF CITATIONS

44

Scholarly Papers (11)

1.

Structural GARCH: The Volatility-Leverage Connection

Harvard Business School Finance Working Paper No. 16-009
Number of pages: 62 Posted: 21 Apr 2015 Last Revised: 28 Oct 2016
Robert F. Engle and Emil Siriwardane
New York University (NYU) - Department of Finance and Harvard Business School - Finance Unit
Downloads 664 (51,657)
Citation 7

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GARCH, Leverage, Credit Risk, Systemic Risk, SRISK, Structural Models of Credit, Leverage Effect

How Do Private Equity Fees Vary Across Public Pensions?

Number of pages: 52 Posted: 24 Feb 2020 Last Revised: 03 Mar 2021
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 632 (54,462)
Citation 2

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Pension Funds, Private Equity, Fee Dispersion, Search and Negotiation Frictions

How Do Private Equity Fees Vary Across Public Pensions?

Number of pages: 55 Posted: 15 Mar 2021
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 1 (850,081)
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3.

Limited Investment Capital and Credit Spreads

Harvard Business School Finance Working Paper No. 16-007, Journal of Finance, Forthcoming
Number of pages: 57 Posted: 25 Mar 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 604 (58,422)
Citation 63

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credit default swaps, credit risk, intermediary based asset pricing, slow moving capital, limited risk bearing capacity

Financial Market Risk Perceptions and the Macroeconomy

Harvard Business School Finance Working Paper No. 17-040
Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 06 Sep 2019
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 451 (83,020)

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risk-centric business cycles, cross-section of equities, real risk-free rate, real investment

Financial Market Risk Perceptions and the Macroeconomy

NBER Working Paper No. w26290
Number of pages: 65 Posted: 23 Sep 2019 Last Revised: 06 Nov 2021
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 15 (720,905)
Citation 7

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5.

The Probability of Rare Disasters: Estimation and Implications

Harvard Business School Finance Working Paper No. 16-061
Number of pages: 82 Posted: 25 Mar 2015 Last Revised: 10 Nov 2015
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 463 (81,183)
Citation 11

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disaster risk, rare events, option pricing, pricing of disaster risk

6.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018 Last Revised: 28 May 2021
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management, Government of the United States of America - Office of Financial Research and Harvard Business School - Finance Unit
Downloads 280 (142,239)
Citation 10

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OTC markets, networks, intermediaries, dealers, systemic risk, credit default swaps

7.

An Empirical Guide to Investor-Level Private Equity Data from Preqin

Number of pages: 33 Posted: 18 Feb 2021
Stanford University - Graduate School of Business, Stanford Graduate School of Business, Harvard Business School - Finance Unit and Stanford University - Graduate School of Business
Downloads 263 (152,124)
Citation 2

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Private equity returns, Preqin data

8.

Limited Investment Capital and Credit Spreads - Online Appendix

Harvard Business School Finance Working Paper No. 16-008
Number of pages: 43 Posted: 22 Jul 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 251 (158,900)
Citation 1

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9.

Scenario Generation for Long-Run Interest Rate Risk Assessment

Number of pages: 42 Posted: 14 Sep 2016 Last Revised: 04 Nov 2016
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University (NYU) - Department of Finance, McGill University - Desautels Faculty of Management and Harvard Business School - Finance Unit
Downloads 249 (160,124)
Citation 3

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Interest Rate Forecast, Regime Switching, Factor Model

10.

Segmented Arbitrage

Number of pages: 51 Posted: 10 Nov 2021
Emil Siriwardane, Aditya Sunderam and Jonathan Wallen
Harvard Business School - Finance Unit, Harvard University and Harvard Business School
Downloads 103 (341,412)

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arbitrage; segmentation; intermediary-based asset pricing

11.

A Measure of Risk Appetite for the Macroeconomy

NBER Working Paper No. w24529
Number of pages: 55 Posted: 23 Apr 2018 Last Revised: 09 Jan 2022
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 30 (597,982)

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