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Featured Publications

Mello, A., & Quintin, E.
(2021).
A Back-up Quarterback View of Mezzanine Finance.
Real Estate Economics
(49), 526-556.

Corbae, D.
(2021).
Capital Buffers in a Quantitative Model of Banking Industry Dynamics.
Econometrica

Levine, O., & Warusawitharana, M.
(2021).
Financial Frictions and Productivity Growth: Firm-level Evidence.
Journal of Monetary Economics
(117), 91-107.

Albertus, J., Glover, B., & Levine, O.
(2021).
Foreign investment of US multinationals: the effect of tax policy and agency conflicts.
Journal of Financial Economics

Liu, Y., & Shaliastovich, I.
(2021).
Government Policy Approval and Exchange Rates.
Journal of Financial Economics

Ghaderi, M., Kilic, M., & Seo, S.
(2021).
Learning, Slowly Unfolding Disasters, and Asset Prices.
Journal of Financial Economics

Gao, L., Hitzemann, S., Shaliastovich, I., & Xu, L.
(2021).
Oil Volatility Risk.
Journal of Financial Economics

Corbae, D., & D’Erasmo, P.
(2021).
Reorganization or Liquidation: Bankruptcy Choices and Firm Dynamics.
Review of Economic Studies
(88), 2239-2274.

Eraker, B., & Wang, A.
(2021).
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options.
Journal of Finance

Colacito, R., Croce, M., Liu, Y., & Shaliastovich, I.
(2021).
Volatility Risk Pass-Through.
Review of Financial Studies