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Featured Publications

Ai, H., Kiku, D., & Li, R.
(2023).
A Quantitative Model of Dynamic Moral Hazard.
Review of Financial Studies
(36), 1408-1463.

Corbae, D., Chatterjee, S., Dempsey, K., & Rios-Rull, J.
(2022).
A Quantitative Theory of the Credit Score.
Econometrica

Mayer, E.
(2023).
Big Banks, Household Credit Access, and Intergenerational Economic Mobility.
Journal of Financial and Quantitative Analysis

Corbae, D., & Glover, A.
(2022).
Employer Credit Checks: Poverty Traps versus Matching Efficiency.
Review of Economic Studies

Orlov, D.
(2022).
Frequent Monitoring in Dynamic Contracts.
Journal of Economic Theory
(206), 105550.

Huang, R., Mayer, E., & Miller, D.
(2023).
Gender Bias in Promotions: Evidence from Financial Institutions.
Review of Financial Studies

Davydiuk, T., Richard, S., Shaliastovich, I., & Yaron, A.
(2023).
How Risky are U.S. Corporate Assets?.
Journal of Finance
(78), 141—208.

Wright, R.
(2023).
Is Money Essential: An Experimental Approach.
Journal of Political Economy

Robatto, R.
(2022).
Liquidity Requirements and Central Bank Interventions During Banking Crises.
Management Science

DeFusco, A., Tang, H., & Yannelis, C.
(2022).
Measuring the Welfare Cost of Asymmetric Information in Consumer Credit Markets.
Journal of Financial Economics
(146), 821-840.

DeFusco, A., Nathanson, C., & Zwick, E.
(2022).
Speculative Dynamics of Prices and Volume.
Journal of Financial Economics
(146), 205-229.

Chen, S., Doshi, H., & Seo, S.
(2023).
Synthetic Options and Implied Volatility for the Corporate Bond Market.
Journal of Financial and Quantitative Analysis
(58), 1295-1325.

Orlov, D., Zryumov, P., & Skrzypacz, A.
(2022).
The Design of Macro-Prudential Stress Tests.
Review of Financial Studies

Pancost, A., & Robatto, R.
(2023).
The Effects of Capital Requirements on Good and Bad Risk-Taking.
Review of Financial Studies
(36), 733-774.

Eraker, B., & Yang, A.
(2022).
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options.
Journal of Finance
(77), 3289-3337.

Ghaderi, M., Kilic, M., & Seo, S.
(2023).
Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation.
Journal of Monetary Economics