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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

Journal of Economic Perspectives

Winter 2023

Journal of Business and Economic Statistics

2023

Finance

Constrained Polynomial Likelihood

Caio AlmeidaPaul Schneider

Journal of Business and Economic Statistics

2023

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

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

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

American Economic Review: Insights

March 2023

Finance

Understanding the Ownership Structure of Corporate Bonds

Ralph S. J. KoijenMotohiro Yogo

American Economic Review: Insights

March 2023

Review of Economic Studies

August 2023

Finance

Which Investors Matter for Equity Valuations and Expected Returns?

Ralph S J KoijenRobert J RichmondMotohiro Yogo

Review of Economic Studies

August 2023

American Economic Review

August 2023

Monetary Economics

The Reversal Interest Rate

Joseph AbadiMarkus BrunnermeierYann Koby

American Economic Review

August 2023

Journal of Econometrics

April 2023

Econometrics

High frequency market making: The role of speed

Yacine Ait-SahaliaMehmet Sağlam

Journal of Econometrics

April 2023

Management Science

April 2023

Finance

A Model of Cryptocurrencies

Michael SockinWei Xiong

Management Science

April 2023

American Economic Journal: Macroeconomics

March 2023

International Trade

International Friends and Enemies

American Economic Journal: Macroeconomics

March 2023

Econometrica

March 2023

Urban and Spatial Economics

Dynamic Spatial General Equilibrium

Econometrica

March 2023

Review of Economics and Statistics

February 2023

Econometrics

A More Robust t-Test

Review of Economics and Statistics

February 2023

AEJ: Applied Economics

January 2023

Labor Economics

Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets

Bernardus Van DoornikDavid SchoenherrJanis Skrastins

AEJ: Applied Economics

January 2023

Review of Financial Studies

Finance

New Perspectives on Insurance

Ralph S J KoijenMotohiro Yogo

Review of Financial Studies

Review of Financial Studies

December 2022

Finance

Unemployment Insurance as a Subsidy to Risky Firms

Bernardus Van DoornikDimas FazioDavid SchoenherrJanis Skrastins

Review of Financial Studies

December 2022

Journal of Finance

November 2022

Finance

Decentralization through Tokenization

Michael SockinWei Xiong

Journal of Finance

November 2022

Econometrica

October 2022

Monetary Economics

Monetary Policy, Redistribution, and Risk Premia

Rohan KekreMoritz Lenel

Econometrica

October 2022

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

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