Publications

Real Options Signaling Games with Applications to Corporate Finance

Steven Grenadier, Andrey Malenko

Review of Financial Studies 2011 Vol. 24 Issue 12 Pages 3993-4036.

The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

Arvind Krishnamurthy, Annette Vissing-Jorgensen

Brookings Papers on Economic Activity 2011

What Make a Better Annuity?

Jason S. Scott, John G. Watson, Wei-Yin Hu

Journal of Risk and Insurance 2011 Vol. 78 Issue 1 Pages 213-244.

Capital Structure and Debt Structure

Joshua D. Rauh, Amir Sufi

The Review of Financial Studies December12010 Vol. 23 Issue 12 Pages 4242-4280.

Rating the Ratings: How Good Are Commercial Governance Ratings?

Robert Daines, Ian D. Gow, David F. Larcker

Journal of Financial Economics December2010 Vol. 98 Issue 3 Pages 439–461.

Stock and Bond Returns with Moody Investors

Geert Bekaert, Eric Engstrom, Steven Grenadier

Journal of Empirical Finance December2010 Vol. 17 Issue 5 Pages 867-894.

Public Pension Promises: How Big are They and What are They Worth?

Robert Novy-Marx, Joshua D. Rauh

Journal of Finance October132010 Vol. 66 Issue 4 Pages 1207-1245.

A New Perspective on Gaussian Dynamic Term Structure Models

Scott Joslin, Kenneth J. Singleton, Haoxiang Zhu

Review of Financial Studies October2010 Vol. 24 Issue 3 Pages 926–970.

A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

Steven Grenadier, Andrey Malenko

Journal of Finance September2010 Vol. 65 Issue 5 Pages 1949-1986.

Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis

Tomasz Piskorski, Amit Seru, Vikrant Vig

Journal of Financial Economics September2010 Vol. 97 Issue 3 Pages 369–397.

Presidential Address: Asset Price Dynamics with Slow-Moving Capital

Darrell Duffie

The Journal of Finance August2010 Vol. 65 Issue 4 Pages 1237-1267.

Amplification Mechanisms in Liquidity Crises

Arvind Krishnamurthy

American Economic Journal: Macroeconomics July2010 Vol. 2 Issue 3 Pages 1-30.

The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation

Darrell Duffie, Semyon Malamud, Gustavo Manso

Journal of Economic Theory July2010 Vol. 145 Issue 4 Pages 1574-1601.

Adaptive Asset Allocation Policies

William F. Sharpe

Financial Analysts Journal May2010 Vol. 66 Issue 3 Pages 45-59.

Discrete-Time Affine[Q] Term Structure Models with Generalized Market Prices of Risk

Kenneth J. Singleton, Anh Le

Review of Financial Studies May2010 Vol. 23 Issue 5 Pages 2184.

Statistical Default Models and Incentives

Uday Rajan, Amit Seru, Vikrant Vig

American Economic Review: Papers & Proceedings May2010 Vol. 100 Issue 2 Pages 506–510.

How much does household collateral constrain regional risk sharing?

Hanno Lustig, Stijn Van Nieuwerburgh

Review of Economics Dynamics April2010 Vol. 13 Issue 2 Pages 265-294.

The Market Price of Aggregate Risk and the Wealth Distribution

Hanno Lustig, YiLi Chien

The Review of Financial Studies April2010 Vol. 23 Issue 4 Pages 1596-1650.

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

Harjoat S. Bhamra, Lars-Alexander Kuehn, Ilya A. Strebulaev

The Review of Financial Studies February12010 Vol. 23 Issue 2 Pages 645-703.

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

Benjamin J. Keys, Tanmoy K. Mukherjee, Amit Seru, Vikrant Vig

Quarterly Journal of Economics February2010 Vol. 125 Issue 1 Pages 307–362.