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.