|
Adaptive Risk Preferences: Unraveling the Impact of Monetary Policy on Output
|
Journal of Financial Econometrics |
2025 |
A* |
|
The Decline of Too Big to Fail
|
American Economic Review: Insights |
2025 |
A* |
|
What Broker Charges Reveal About Subprime Mortgage Credit Risk
|
Journal of Real Estate Finance and Economics |
2021 |
A |
|
Corporate credit risk premia
|
Review of Finance |
2018 |
A* |
|
How Subprime Borrowers and Mortgage Brokers Shared the Pie
|
Real Estate Economics |
2016 |
A |
|
A credit spread puzzle for reduced-form models
|
Review of Asset Pricing Studies |
2015 |
A* |
|
Monetary policy, bond returns and debt dynamics
|
Journal of Monetary Economics |
2015 |
A* |
|
Do Equity Markets Favor Credit Markets News Over Options Market News?
|
Quarterly Journal of Finance |
2014 |
A |
|
How does the US government finance fiscal shocks?
|
American Economic Journal: Macroeconomics |
2012 |
A* |
|
Decomposing European CDS returns
|
Review of Finance |
2010 |
A* |
|
On correlation and default clustering in credit markets
|
The Review of Financial Studies |
2010 |
A* |
|
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
|
Journal of Monetary Economics |
2009 |
A* |
|
Restructuring risk in credit default swaps: An empirical analysis
|
Stochastic Processes and their Applications |
2007 |
A |