Options-based systemic risk, financial distress, and macroeconomic downturns
Journal of Financial Markets, 65, 100834
Research highlight
Corporate Capture of Blockchain Governance
Review of Financial Studies, 36 (4), 1364–1407
Research highlight
Dynamic Asset-Backed Security Design
The Review of Economic Studies, 90(6), 3282–3314
Research highlight
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Research highlight
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences
Journal of Fixed Point Theory and Applications, 25, 2
Research highlight
Asset Management Contracts and Equilibrium Prices
Journal of Political Economy, 130(12), 3146-3201
Research highlight
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
Research highlight
Measuring the welfare cost of asymmetric information in consumer credit markets
Journal of Financial Economics, 146 (3), 821-840
Layered Networks, Equilibrium Dynamics, and Stable Coalitions
Dynamic Games and Applications, 13, 636–668
Epidemic Exposure, Financial Technology, and the Digital Divide
Journal of Money, Credit and Banking, 54 (7), 1913-1940
Research highlight
Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
The Review of Economic Studies, 89 (5), 2445–2490
