Working Papers 2019
01-19
Macro-Finance Models with Nonlinear Dynamics
Winston Wei Dou, Xiang Fang, Andrew W. Lo, and Harald Uhlig
02-19
Leverage Risk and investment: The Case of Gold Clauses in the 1930s
Joao Gomes, Mete Kilic and Sebastien Plante
03-19
Scale Economies inthe Money Market
Su Li and David Musto
04-19
Do Floating NAVs Affect Money Fund Management
Su Li, Wei Liu and David Musto
05-19
Why Does Oil Matter? Commuting Aggregate Fluctuations
Robert Ready, Nikolai Roussanov and Ewelina Zurowska
06-19
Do Venture Capitalists Stifle Competition
Xuelin Li, Tong Liu and Lucian A. Taylor
07-19
Dissection Bankruptcy Frictions
Winston Wei Dou, Lucian Taylor, Wei Wang and Wenyu Wang
08-19
To Pool or Not to Pool? Security Design in OTC Markets
Vincent Glode, Christian Opp and Ruslan Sverchov
09-19
Sea Level Rise and Municipal Bond Yields
Paul Goldsmith-Pinkham, Matthew Gustafson, Ryan c. Lewis and Michael Schwert
10-19
Capital Controls and Risk Misallocation: Evidence from a Natural Experiment
Lorena Keller
11-19
A Retrieved-context Theory of Financial Decisions
Jessica A. Wachter and Michael Jacob Kahanna
12-19
Competition, Profitability, and Risk Premia
Winson Wei Dou, Yan Ji and Wei Wu
13-19
Predation or Self-Defense? Endogenous Competition and Financial Distress
Hui Chen, Winston Wei Dou, Hongye Cuo and Yan Ji
14-19
Measuring “Dark Matter” In Asset Pricing Models
Hui Chen, Winston Wei Dou and Leonid Kogan
15-19
The Term Structure of Equity Risk Premia
Ravi Bansal, Shane Miller, Dongho Song and Amir Yaron
16-19
Fearing the Fed: How Wall Street Reads Main Street
Tzuo-Hann Law, Dongho Song and Amir Yaron
17-19
Predictable End-of-Month Treasury Returns
Jonathan Hartley and Krista Schwarz
18-19
How Monetary Policy Shaped the Housing Boom
Itamar Drechsler, Alexi Savov and Philipp Schnabl
19-19
Banking on Deposits: Maturity Transformation without Interest Rate Risk
Itamar Drechsler, Alexi Savov and Philipp Schnabl