Review of Financial Studies
Winter 2021
Finance
Published Papers
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Review of Financial Studies
Winter 2021
Finance
The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy
Review of Financial Studies
Winter 2021
Journal of Economic Dynamics and Control
November 2017
Finance
A Hybrid Spline-Based Parametric Model for the Yield Curve
Journal of Economic Dynamics and Control
November 2017
Annals of Statistics
June 2021
Finance
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery
Annals of Statistics
June 2021
The Geneva Risk and Insurance Review
September 2021
Finance
The Evolution from Life Insurance to Financial Engineering
The Geneva Risk and Insurance Review
September 2021
Review of Financial Studies
September 2021
Finance
Where Has All the Data Gone?
Review of Financial Studies
September 2021
Econometrica
Forthcoming
Macroeconomics
Low Interest Rates, Market Power, and Productivity Growth
Econometrica
Forthcoming
Journal of Machine Learning Research
August 2021
Finance
Hoeffding’s Inequality for Markov Chains and its Applications to Statistical Learning
Journal of Machine Learning Research
August 2021
Review of Financial Studies
August 2021
Finance
A Theory of Liquidity Spillover between Bond and CDS Markets
Review of Financial Studies
August 2021
Journal of Financial Economics
June 2021
Finance
Issuance overpricing of China’s corporate debt securities
Journal of Financial Economics
June 2021
Brookings Papers on Economic Activity
July 2021
Finance
Initial impacts of the pandemic on consumer behavior: Evidence from linked income, spending, and savings data
Brookings Papers on Economic Activity
July 2021
Journal of Econometrics
May 2021
Finance
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Journal of Econometrics
May 2021
Quantitative Economics
May 2021
Econometrics
Linear Regression with Many Controls of Limited Explanatory Power
Quantitative Economics
May 2021
Review of Financial Studies
May 2021
Finance
Contractual Restrictions and Debt Traps
Review of Financial Studies
May 2021
Journal of Financial Economics
May 2021
Finance
Pricing of Index Options in Incomplete Markets
Journal of Financial Economics
May 2021
Journal of Econometrics
May 2021
Econometrics
Closed-form Implied Volatility Surfaces for Stochastic Volatility Models with Jumps
Journal of Econometrics
May 2021
Journal of Financial Economics
April 2021
Finance
Inspecting the Mechanism of Quantitative Easing in the Euro Area
Journal of Financial Economics
April 2021
