Research highlights

Influential research by members of the Financial Markets Group has been published in some of the most recognised international journals in Economics and Finance, such as the American Economic Review, Econometrica, the Journal of Finance, the Journal of Financial Economics, the Journal of Political Economy, the Quarterly Journal of Economics, the Review of Economic Studies, and the Review of Financial Studies.  A sample of recent papers is below.

All publications

Default Risk in Asset Pricing

This paper provides an analytical solution for the impact of default risk on the valuation of realistically intricate claims on time dependent...

DP 250