|
How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory
|
Review of Corporate Finance Studies |
2025 |
A* |
|
Sovereign risk premia and global macroeconomic conditions
|
Journal of Financial Economics |
2023 |
A* |
|
A credit-based theory of the currency risk premium
|
Journal of Financial Economics |
2023 |
A* |
|
A Macrofinance Model for Option Prices: A Story of Rare Economic Events
|
Management Science |
2023 |
A* |
|
High Inflation: Low Default Risk and Low Equity Valuations
|
The Review of Financial Studies |
2022 |
A* |
|
Asset pricing with persistence risk
|
The Review of Financial Studies |
2019 |
A* |
|
Sovereign credit spreads under good/bad governance
|
Journal of Banking & Finance |
2018 |
A* |
|
Sovereign default risk and the US equity market
|
Journal of Financial and Quantitative Analysis |
2017 |
A* |
|
Sovereign defaults by currency denomination
|
Journal of International Money and Finance |
2016 |
A |
|
International firm investment under exchange rate uncertainty
|
Review of Finance |
2016 |
A* |
|
The dynamics of sovereign credit risk
|
Journal of Financial and Quantitative Analysis |
2015 |
A* |
|
Convertible debt and shareholder incentives
|
Journal of Corporate Finance |
2014 |
A* |