Quarterly Journal of Economics
February 2021
Finance
Published Papers
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AEJ: Microeconomics
Crisis Management: Analyzing Default Risk and Liquidity Demand during Financial Stress
AEJ: Microeconomics
American Economic Review
September 2020
Finance
Self-Fulfilling Debt Dilution: Maturity and Multiplicity in Debt Models
American Economic Review
September 2020
Annals of Probability
September 2020
Finance
Inverting the Markovian projection, with an application to local stochastic volatility models
Annals of Probability
September 2020
SIAM Journal on Control and Optimization
August 2020
Finance
Viscosity Solutions for controlled McKean-Vlasov jump-diffusions
SIAM Journal on Control and Optimization
August 2020
Finance and Stochastics
August 2020
Finance
Conditional Davis pricing
Finance and Stochastics
August 2020
The Review of Corporate Finance Studies
August 2020
Finance
Banks’ Non-Interest Income and Systemic Risk
The Review of Corporate Finance Studies
August 2020
Journal of Econometrics
July 2020
Posterior Distribution of Nondifferentiable Functions
Journal of Econometrics
July 2020
Journal of Econometrics
July 2020
Econometrics
High Frequency Traders and the Price Process
Journal of Econometrics
July 2020
Journal of Political Economy
June 2020
Labor Economics
Leisure Luxuries and the Labor Supply of Young Men
Journal of Political Economy
June 2020
Review of Economics and Statistics
June 2020
An Econometric Model of International Long-run Growth Dynamics for Long-horizon Forecasting
Review of Economics and Statistics
June 2020
Annals of Probability
June 2020
Finance
Mean field systems on networks, with singular interaction through hitting times
Annals of Probability
June 2020
Brookings Papers on Economic Activity
June 2020
Finance
Corporate Debt Overhang and Credit Policy
Brookings Papers on Economic Activity
June 2020
International Journal of Industrial Organization
May 2020
Finance
Auctions in Financial Markets
International Journal of Industrial Organization
May 2020
AER Papers and Proceedings
May 2020
Macroeconomics
Banking Panics as Endogenous Disasters and the Welfare Gains from Macroprudential Policy
AER Papers and Proceedings
May 2020
Journal of Econometrics
May 2020
Econometrics
High-Frequency Factor Models and Regressions
Journal of Econometrics
May 2020
Journal of Econometrics
April 2020
Inference in SVARs Identified with External Instruments
Journal of Econometrics
April 2020
Review of Financial Studies
March 2020
Economic Consequences of Housing Speculation
Review of Financial Studies
March 2020
