Featured Publications

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

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

Gu, C., Han, H., & Wright, R.
(2020).
The Effects of News When Liquidity Matters.
International Economic Review
(61), 1411-1435.

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