Publications

Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses

Robert Novy-Marx, Joshua D. Rauh

American Economic Association May2012 Vol. 4 Issue 2 Pages 182-213.

The exact law of large numbers for independent random matching

Darrell Duffie, Yeneng Sun

Journal of Economic Theory May2012 Vol. 147 Issue 3 Pages 1105-1139.

A Model of Capital and Crises

Zhiguo He, Arvind Krishnamurthy

Review of Economic Studies April2012 Vol. 79 Issue 2 Pages 735–777.

Rollover Risk and Credit Risk

Zhiguo He, Wei Xiong

The Journal of Finance April2012 Vol. 67 Issue 2 Pages 391–430.

The Aggregate Demand for Treasury Debt

Arvind Krishnamurthy, Annette Vissing-Jorgensen

Journal of Political Economy April2012 Vol. 120 Issue 2 Pages 233-267.

How Does the US Government Finance Fiscal Shocks?

Berndt Antje, Hanno Lustig, Sevin Yeltekin

American Economic Journal: Macroeconomics January2012 Vol. 4 Issue 1 Pages 69-104.

Investment Dynamics with Natural Expectations

Andreas Fuster, Benjamin Hébert, David Laibson

International Journal of Central Banking January2012 Vol. 8 Issue 1 Pages 243-265.

Blind Consent? A Social Psychological Investigation of Non-Readership of Click-through Agreements

Victoria C. Plaut, Robert P. Bartlett

Law and Human Behavior 2012 Vol. 36 Issue 4 Pages 293–311.

Liability Holding Companies

Anat R. Admati, Peter Conti-Brown, Paul Pfleiderer

UCLA Law Review 2012 Vol. 59 Issue 4 Pages 853-913.

Making Banks Transparent

Robert P. Bartlett

Vanderbilt Law Review 2012 Vol. 65 Issue 2 Pages 293.

A Market-Based Study of the Costs of Default

Sergei Davydenko, Ilya A. Strebulaev, Xiaofei Zhao

Review of Financial Studies 2012 Vol. 25 Issue 10 Pages 2959-2999.

Risk Topography

Markus K. Brunnermeier, Gary Gorton, Arvind Krishnamurthy

NBER Macroeconomics Annual 20011 NBER 2012 Pages 149-176.

Endogenous Information Flows and the Clustering of Announcements

Peter M. DeMarzo

American Economic Review December2011 Vol. 101 Issue 7 Pages 2955-2979.

Are Incentive Contracts Rigged by Powerful CEOs?

Adair Morse, Vikram Nanda, Amit Seru

The Journal of Finance September2011 Vol. 66 Issue 5 Pages 1779–1821.

Common Risk Factors in Currency Markets

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan

The Review of Financial Studies August302011 Vol. 24 Issue 11 Pages 3731-3777.

Financial Literacy and Stock Market Participation

Maarten van Rooij, Annamaria Lusardi, Rob Alessie

Journal of Financial Economics August2011 Vol. 101 Issue 2 Pages 449–472.

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Andreas Fuster, Benjamin Hébert, David Laibson

NBER Macroeconomics Annual 2011 NBER August2011 Vol. 26 Pages 1-48.

Does a Central Clearing Counterparty Reduce Counterparty Risk?

Darrell Duffie, Haoxiang Zhu

The Review of Asset Pricing Studies July2011 Vol. 1 Issue 1 Pages 74-95.

Estimation and Evaluation of Conditional Asset Pricing Models

Kenneth J. Singleton, Stefan Nagel

Journal of Finance June2011 Vol. 66 Issue 3 Pages 873-909.

Explaining Corporate Capital Structure: Product Markets, Leases, and Asset Similarity

Joshua D. Rauh, Amir Sufi

Review of Finance June2011 Vol. 26 Issue 2 Pages 403-451.