| 2024 |
The Secular Decline of Bank Balance Sheet Lending
|
Gregor Matvos, Greg Buchak, Tomasz Piskorski, Amit Seru
|
Working Paper
|
| 2024 |
Lecture Notes on International Finance
|
Zhengyang Jiang
|
Book
|
| 2024 |
Optimal Mortgage Refinancing with Inattention
|
Konstantin Milbradt, David Berger, Fabrice Tourre, Joe Vavra
|
Working Paper
|
| 2024 |
Product Complexity, Investor Experience, and Returns
|
Jose Maria Liberti, Jason Sturgess, Alan De Genaro
|
Working Paper
|
| 2024 |
Large Sample Estimators of the Stochastic Discount Factor,
Journal of Financial Econometrics
|
Robert Korajczyk, Soohun Kim
|
Article
|
| 2024 |
Dollar Safety and the Global Financial Cycle,
review of economic studies
|
Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig
|
Article
|
| 2024 |
Financial Technology Adoption: Network Externalities of Cashless Payments in Mexico,
American Economic Review
|
Sean Kendrick Higgins
|
Article
|
| 2024 |
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn’t Bark,
Journal of Finance
|
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh, Mindy Xiaolan
|
Article
|
| 2024 |
Expertise and Specialization: Evidence from the U.S. Commercial Lending Market
|
Jose Maria Liberti, Andrew Sutherland, Jason Sturgess
|
Working Paper
|
| 2024 |
PRICE DESTABILIZING SPECULATION: THE ROLE OF STRATEGIC LIMIT ORDERS
|
Ravi Jagannathan, Suman Banerjee, Kei Wang
|
Working Paper
|
| 2024 |
Correlation in State and Local Tax Changes
|
Scott Baker, Lorenz Kueng, Pawel Janas
|
Working Paper
|
| 2024 |
Real Effects of Rollover Risk: Evidence from Hotels in Crisis
|
Anthony DeFusco, Charles Nathanson, Michael Reher
|
Working Paper
|
| 2024 |
Testing for Anticipated Changes in Spot Volatility at Event Times,
Econometric Theory
|
Viktor Todorov, Yang Zhang
|
Article
|
| 2024 |
Return to Venture Capital in the Aggregate
|
Ravi Jagannathan, Shumiao Ouyang, Jiaheng Yu
|
Working Paper
|
| 2024 |
Cryptocurrency Investing: Stimulus Checks and Inflation Expectations
|
Scott Baker, Marco Di Maggio, Mark Johnson, Jason D Kotter
|
Working Paper
|
| 2024 |
Chnages in the Span of Systematic Risk Exposures
|
Viktor Todorov, Yuan Liao
|
Working Paper
|
| 2024 |
The Fine Structure of Volatility Dynamics
|
Viktor Todorov, Carsten Chong
|
Working Paper
|
| 2024 |
Volatility of Volatility and Leverage Effect from Options,
Journal of Econometrics
|
Viktor Todorov, Carsten Chong
|
Article
|
| 2024 |
Testing for Stationarity of Volatility Curves
|
Viktor Todorov, Torben Andersen, Zhiyuan Zhang, Yingwen Tan
|
Working Paper
|
| 2024 |
Globalization and Profitability of US Firms: The Role of Intangibles
|
Bullipe Chinta, Ravi Jagannathan, Swaminathan Sridharan
|
Working Paper
|
