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JEL: C2 - Single Equation Models; Single Variables
Journal Article
Estimating General Equilibrium Spillovers of Large-Scale Shocks Get access
The Review of Financial Studies, Volume 36, Issue 4, April 2023, Pages 1548–1584, https://doi.org/10.1093/rfs/hhac057
Published: 18 August 2022
Journal Article
Risk Price Variation: The Missing Half of Empirical Asset Pricing Get access
The Review of Financial Studies, Volume 35, Issue 11, November 2022, Pages 5127–5184, https://doi.org/10.1093/rfs/hhac012
Published: 22 February 2022
Journal Article
EDITOR'S CHOICE
The Cost of Immediacy for Corporate Bonds Get access
The Review of Financial Studies, Volume 32, Issue 1, January 2019, Pages 1–41, https://doi.org/10.1093/rfs/hhy080
Published: 24 July 2018
Journal Article
Risk Everywhere: Modeling and Managing Volatility
The Review of Financial Studies, Volume 31, Issue 7, July 2018, Pages 2729–2773, https://doi.org/10.1093/rfs/hhy041
Published: 22 May 2018
Journal Article
The Myth of the Credit Spread Puzzle
The Review of Financial Studies, Volume 31, Issue 8, August 2018, Pages 2897–2942, https://doi.org/10.1093/rfs/hhy032
Published: 24 March 2018
Journal Article
Deflation Risk Get access
The Review of Financial Studies, Volume 30, Issue 8, August 2017, Pages 2719–2760, https://doi.org/10.1093/rfs/hhx021
Published: 27 February 2017
Journal Article
Expected Stock Returns and Variance Risk Premia Get access
The Review of Financial Studies, Volume 22, Issue 11, November 2009, Pages 4463–4492, https://doi.org/10.1093/rfs/hhp008
Published: 12 February 2009
Journal Article
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes Get access
The Review of Financial Studies, Volume 21, Issue 3, May 2008, Pages 1187–1222, https://doi.org/10.1093/rfs/hhn004
Published: 28 February 2008
