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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.

Chatterjee, S., Corbae, D., Dempsey, K., & Rios-Rull, J.
(2023).
A Quantitative Theory of the Credit Score.
Econometrica
(91), 1803-1840.

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

Huang, R., Linck, J., Mayer, E., & Parsons, C.
(2024).
Can Human Capital Explain Income-Based Disparities in Financial Services?.
Review of Financial Studies

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

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.
(2023).
The Design of Macro-Prudential Stress Tests.
Review of Financial Studies
(36), 4460-4501.

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

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