Amir Kermani



 

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Publications:

 

The Value of Connections in Turbulent Times: Evidence from the United States  
Journal of Financial Economics, 121(2), pp, 368-391.August 2016
with Daron Acemoglu, Simon Johnson, James Kwak and Todd Mitton

In media: VoxEU Slate  WSJ
Data and codes

 

The Value of Trading Relations in Turbulent Times
Journal of Financial Economics, 124 (2), 266-284. May 2017
with Marco Di Maggio and Zhaogang Sang
In media: VoxEU

 

Credit Induced Boom and Bust  
Review of Financial Studies, 30 (11): 37113758. November 2017 (Lead article and Editor's choice.)
with Marco Di Maggio

Interest Rate Pass-Through: Mortgage Rates, Household Consumption and Voluntary Deleveraging
American Economic Review, 107 (11), 3550-3588. November 2017
with M. Di Maggio, B. J. Keys, T. Piskorski, R. Ramcharan, A. Seru and V. Yao
(Note: this is a combined version of working papers Monetary Policy Pass-Through: Household Consumption and Voluntary Deleveraging by M. Di Maggio, A. Kermani and R. Ramcharan previously Revise & Resubmit at American Economic Review and Mortgage Rates, Household Balance Sheets, and the Real Economy by B. Keys, T. Piskorski, A. Seru, and V. Yao previously Revise and Resubmit at Journal of Political Economy)
In media: VoxEU
Code


Deregulation, Competition and the Race to the Bottom
Management Science, Forthcoming
with Marco Di Maggio and Sanket Korgaonkar
In media: Bloomberg


 

Working Papers:

 

How Quantitative Easing Works: Evidence on the Refinancing Channel
(R&R at Review of Economic Studies)
with Marco Di Maggio and Christopher Palmer
In media: VoxEU Forbes NBER Digest Interview with David Andolfatto

 

Does Skin-in-the-Game Affect Security Performance? Evidence from the Conduit CMBS Market
(R&R at Journal of Financial Economics)
with Adam Ashcraft and Kunal Gooriah

 

The Importance of Unemployment Insurance as an Automatic Stabilizer
(R&R at AEJ:Macro)
with Marco Di Maggio


The Relevance of Broker Networks for Information Diffusion in the Stock Market
with Marco Di Maggio,  Francesco Franzoni and Carlo Sommavilla
In media: Bloomberg WSJ Institutional Investor Bloomberg Economist

 

Stock Market Returns and Consumption

With Marco Di Maggio and Kaveh Majlesi
In media: MarketWatch

 

Cheap Credit, Collateral and the Boom-Bust Cycle

 

 

Work in Progress:

 

Uncertainty and Household Consumption
with Marco Di Maggio, Rodney Ramcharan and Edison Yu