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Published Papers

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Journal of Economic Perspectives

Winter 2023

Monetary Economics

Landings, Soft and Hard: The Federal Reserve, 1965–2022

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Journal of Economic Perspectives

Winter 2023

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Journal of Business and Economic Statistics

2023

Finance

Constrained Polynomial Likelihood

Caio AlmeidaPaul Schneider

Journal of Business and Economic Statistics

2023

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Journal of Financial and Quantitative Analysis

2023

Finance

High Frequency Tail Risk Premium and Stock Return Predictability

Caio AlmeidaKym ArdisonRené GarciaPiotr OrłowskiGustavo Freire

Journal of Financial and Quantitative Analysis

2023

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Journal of Business and Economic Statistics

2023

Finance

Nonparametric Option Pricing with Generalized Entropic Estimators

Caio AlmeidaGustavo FreireRafael AzevedoKym Ardison

Journal of Business and Economic Statistics

2023

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Journal of Business and Economic Statistics

2023

Finance

Can a Machine Correct Option Pricing Models?

Caio AlmeidaJianqing FanGustavo FreireFrancesca Tang

Journal of Business and Economic Statistics

2023

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American Economic Review: Insights

March 2023

Finance

Understanding the Ownership Structure of Corporate Bonds

Ralph S. J. KoijenMotohiro Yogo
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American Economic Review: Insights

March 2023

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Review of Economic Studies

August 2023

Finance

Which Investors Matter for Equity Valuations and Expected Returns?

Ralph S J KoijenRobert J RichmondMotohiro Yogo
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Review of Economic Studies

August 2023

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American Economic Review

August 2023

Monetary Economics

The Reversal Interest Rate

Joseph AbadiMarkus BrunnermeierYann Koby
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American Economic Review

August 2023

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Journal of Econometrics

April 2023

Econometrics

High frequency market making: The role of speed

Yacine Ait-SahaliaMehmet Sağlam
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Journal of Econometrics

April 2023

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Management Science

April 2023

Finance

A Model of Cryptocurrencies

Michael SockinWei Xiong

Management Science

April 2023

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American Economic Journal: Macroeconomics

March 2023

International Trade

International Friends and Enemies

American Economic Journal: Macroeconomics

March 2023

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Econometrica

March 2023

Urban and Spatial Economics

Dynamic Spatial General Equilibrium

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Econometrica

March 2023

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Review of Economics and Statistics

February 2023

Econometrics

A More Robust t-Test

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Review of Economics and Statistics

February 2023

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AEJ: Applied Economics

January 2023

Labor Economics

Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets

Bernardus Van DoornikJanis Skrastins
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AEJ: Applied Economics

January 2023

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Review of Financial Studies

Finance

New Perspectives on Insurance

Ralph S J KoijenMotohiro Yogo
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Review of Financial Studies

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Review of Financial Studies

December 2022

Finance

Unemployment Insurance as a Subsidy to Risky Firms

Bernardus Van DoornikDimas FazioJanis Skrastins
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Review of Financial Studies

December 2022

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Journal of Finance

November 2022

Finance

Decentralization through Tokenization

Michael SockinWei Xiong
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Journal of Finance

November 2022

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Econometrica

October 2022

Monetary Economics

Monetary Policy, Redistribution, and Risk Premia

Rohan KekreMoritz Lenel
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Econometrica

October 2022

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Nature

September 2022

Environmental and Energy Economics

Comprehensive evidence implies a higher social cost of CO2

Ulrich K. MüllerKevin Rennert et al

Nature

September 2022

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Journal of Business and Economic Statistics

September 2022

Econometrics

Spatial Correlation Robust Inference in Linear Regression and Panel Models

Journal of Business and Economic Statistics

September 2022

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