Research | Bendheim Center for Finance

Working Papers

Browse recent working papers by Princeton BCF faculty

All Working Papers

Finance

The Saving Glut of the Rich

Atif MianLudwig StraubAmir Sufi

Low-Frequency Analysis of Economic Time Series

Ulrich K. Müller Mark W. Watson

Finance

Rent-Extraction from the Unemployment Insurance System: The Role of Firms

Bernardus Van DoornikDavid SchoenherrJanis Skrastins

Published Papers

Each year, our faculty publish dozens of papers in top academic journals

All Published Papers

AEJ: Microeconomics

Crisis Management: Analyzing Default Risk and Liquidity Demand during Financial Stress

Jason AllenAli HortacsuJakub Kastl

American Economic Review

September 2020

Finance

Self-Fulfilling Debt Dilution: Maturity and Multiplicity in Debt Models

Mark A. AguiarManuel Amador

Annals of Probability

September 2020

Finance

Inverting the Markovian projection, with an application to local stochastic volatility models

Daniel LackerMykhaylo ShkolnikovJiacheng Zhang

Books

Browse recent books by Princeton BCF faculty

All Published Books

Cambridge University Press

2020

Finance

Making a Modern Central Bank: The Bank of England, 1979–2003

Harold James

Springer

2020

Econometrics

Contemporary Experimental Design, Multivariate Analysis and Data Mining

Jianqing FanJianxin Pan

Springer

2020

Econometrics

Linear Programming: Foundations and Extensions 5th Edition

Robert Vanderbei

Notes & Proposals

Notes & policy proposals can be found here

All Notes & Proposals

March 22, 2020

Finance

Evergreening loans to support small and medium-sized enterprises during COVID-19

Markus BrunnermeierArvind Krishnamurthy

March 2020

Monetary Economics

Throwing a COVID-19 Liquidity Lifeline

Markus BrunnermeierJean-Pierre LandauMarco PaganoRicardo Reis

January 5, 2020

Environmental and Energy Economics

Central Banks and Climate Change

Markus BrunnermeierJean-Pierre Landau