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Research

Browse new and archived research by Princeton BCF faculty

Working Papers

Browse recent working papers by Princeton BCF faculty

All Working Papers
Macroeconomics

Micro Risks and Pareto Improving Policies

Mark A. Aguiar Manuel AmadorCristina Arellano
Finance

Can a Machine Correct Option Pricing Models?

Caio AlmeidaJianqing FanGustavo FreireFrancesca Tang
Finance

Platforms, Tokens, and Interoperability

Markus BrunnermeierJonathan Payne

Published Papers

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

All Published Papers

Review of Financial Studies

Winter 2021

Finance

Learning about the Neighborhood

Zhenyu GaoMichael SockinWei Xiong

Review of Financial Studies

Winter 2021

Finance

The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy

Jinghan CaiJibao HeWenxi JiangWei Xiong

Journal of Economic Dynamics and Control

November 2017

Finance

A Hybrid Spline-Based Parametric Model for the Yield Curve

Adriano FariaCaio Almeida

Books

Browse recent books by Princeton BCF faculty

All Published Books

Princeton University Press

April 2023

Financial Economics of Insurance

Motohiro YogoRalph S.J. Koijen

Princeton University Press

December 2021

Finance

The Economics of Sovereign Debt and Default

Mark A. AguiarManuel Amador

Endeavor Literary Press

August 2021

Macroeconomics

The Resilient Society

Markus Brunnermeier

Notes & Proposals

Notes & policy proposals can be found here

All Notes & Proposals

May 2022

Proposal: Strategic Energy Purchases

Markus BrunnermeierSylvain ChassangJuan Ortner

January 2022

Finance

The Digital Euro: Policy Implications and Perspectives

Markus BrunnermeierJean-Pierre Landau

October 2021

Finance

Policy implications for building a resilient society

Markus Brunnermeier