Featured Publications
Ai, H., Kiku, D., & Li, R.
(2022).
A Quantitative Model of Dynamic Moral Hazard.
Review of Financial Studies
Corbae, D., Chatterjee, S., Dempsey, K., & Rios-Rull, J.
(2022).
A Quantitative Theory of the Credit Score.
Econometrica
Corbae, D., & Glover, A.
(2022).
Employer Credit Checks: Poverty Traps versus Matching Efficiency.
Review of Economic Studies
Albertus, J., Glover, B., & Levine, O.
(2022).
Foreign investment of US multinationals: the effect of tax policy and agency conflicts.
Journal of Financial Economics
(144), 298-327.
Orlov, D.
(2022).
Frequent Monitoring in Dynamic Contracts.
Journal of Economic Theory
(206), 37.
Davydiuk, T., Richard, S., Shaliastovich, I., & Yaron, A.
(2023).
How Risky are U.S. Corporate Assets?.
Journal of Finance
(78), 141—208.
Robatto, R.
(2022).
Liquidity Requirements and Central Bank Interventions During Banking Crises.
Management Science
Gao, L., Hitzemann, S., Shaliastovich, I., & Xu, L.
(2022).
Oil Volatility Risk.
Journal of Financial Economics
(144), 456–91.
Davis, D., Korenok, O., Norman, P., Sultanum, B., & Wright, R.
(2022).
Playing with Money.
Journal of Economic Behavior and Organization
(200), 1221-1239.
Orlov, D., Zryumov, P., & Skrzypacz, A.
(2022).
The Design of Macro-Prudential Stress Tests.
Review of Financial Studies
Pancost, A., & Robatto, R.
(2022).
The Effects of Capital Requirements on Good and Bad Risk-Taking.
Review of Financial Studies
Colacito, R., Croce, M., Liu, Y., & Shaliastovich, I.
(2022).
Volatility Risk Pass-Through.
Review of Financial Studies
(35), 2345–85.