| 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 |
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys,
IMF Economic Review
|
Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig
|
Article
|
| 2024 |
Lecture Notes on International Finance
|
Zhengyang Jiang
|
Book
|
| 2024 |
Diversity in Schools: Immigrants and the Educational Performance of U.S. Born Students,
Review of Economic Studies
|
Paola Sapienza, Riccardo Marchingiglio, Paola Giuliano, David Figlio, Umut Ozek
|
Article
|
| 2024 |
Effects of Cryptocurrency Wealth on Household Consumption and Investment
|
Scott Baker, Marco Di Maggio, Jason D Kotter
|
Working Paper
|
| 2024 |
Large Sample Estimators of the Stochastic Discount Factor
|
Robert Korajczyk, Soohun Kim
|
Working Paper
|
| 2024 |
Cryptocurrency Investing: Stimulus Checks and Inflation Expectations
|
Scott Baker, Marco Di Maggio, Mark Johnson, Jason D Kotter
|
Working Paper
|
| 2024 |
The Secular Decline of Bank Balance Sheet Lending
|
Gregor Matvos, Greg Buchak, Tomasz Piskorski, Amit Seru
|
Working Paper
|
| 2024 |
Testing for Anticipated Changes in Spot Volatility at Event Times,
Econometric Theory
|
Viktor Todorov, Yang Zhang
|
Article
|
| 2024 |
Semi-strong factors in asset returns,
Journal of Financial Econometrics
|
Gregory Connor, Robert Korajczyk
|
Article
|
| 2024 |
Optimal Mortgage Refinancing with Inattention
|
Konstantin Milbradt, David Berger, Fabrice Tourre, Joe Vavra
|
Working Paper
|
| 2024 |
Testing for Stationarity of Volatility Curves
|
Viktor Todorov, Torben Andersen, Zhiyuan Zhang, Yingwen Tan
|
Working Paper
|
| 2024 |
Dollar Safety and the Global Financial Cycle,
review of economic studies
|
Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig
|
Article
|
| 2024 |
Career Concerns and Technology Adoption: Evidence from the Movie Industry
|
Filippo Mezzanotti, Avri Ravid, Grant Goehring
|
Working Paper
|
| 2024 |
A Dynamic Theory of Lending Standards,
Review of Financial Studies
|
Michael J. Fishman, Jonathan A. Parker, Ludwig Straub
|
Article
|
| 2024 |
Using Disasters to Estimate the Impact of Uncertainty,
Review of Economic Studies
|
Scott Baker, Nick Bloom, Stephen Terry
|
Article
|
| 2024 |
Volatility of Volatility and Leverage Effect from Options,
Journal of Econometrics
|
Viktor Todorov, Carsten Chong
|
Article
|
| 2024 |
Expertise and Specialization: Evidence from the U.S. Commercial Lending Market
|
Jose Maria Liberti, Andrew Sutherland, Jason Sturgess
|
Working Paper
|
| 2024 |
The Fine Structure of Volatility Dynamics
|
Viktor Todorov, Carsten Chong
|
Working Paper
|
| 2024 |
PRICE DESTABILIZING SPECULATION: THE ROLE OF STRATEGIC LIMIT ORDERS
|
Ravi Jagannathan, Suman Banerjee, Kei Wang
|
Working Paper
|
