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Publications
The Pass-Through of
Uncertainty Shocks to Households
(with Marco Di Maggio, Rodney Ramcharan, Vincent Yao
and Edison Yu), Journal of Financial Economics,Forthcoming
Stock Market
Returns and Consumption
(with
Marco Di Maggio and Kaveh Majlesi),
Journal
of Finance, 2020, 75 (6), 3175-3219.
Dimensional Fund Advisors Distinguished Paper Prize at AFA 2022
In media: MarketWatch
How
Quantitative Easing Works: Evidence on the Refinancing Channel
(with
Marco Di Maggio and Christopher Palmer), Review
of Economic Studies, 2020, 87(3), 1498-1528..
Data/Code
In media: VoxEU Forbes
NBER Digest Interview
with David Andolfatto
The Relevance of Broker Networks
for Information Diffusion in the Stock Market
(with Marco
Di Maggio, Francesco Franzoni and Carlo Sommavilla), Journal
of Financial Economics, 2019, 134(2), 419-446.
In media: Bloomberg
WSJ
Institutional
Investor Bloomberg
Economist
Does
Skin-in-the-Game Affect Security Performance?
(with Adam Ashcraft and Kunal Gooriah), Journal of Financial Economics, 2019,
134(2), 333-354.
Partial Deregulation and Competition:
Effects on Risky Mortgage Origination
(with Marco
Di Maggio and Sanket Korgaonkar),
Management Science,
2019, 65(10), 4451-4949.
In media: Bloomberg
Interest
Rate Pass-Through: Mortgage Rates, Household Consumption and Voluntary Deleveraging
(with M.
Di Maggio, B. J. Keys, T. Piskorski, R. Ramcharan, A. Seru and V.
Yao), American Economic Review, 2017, 107(11), 3550-3588.
(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 and Mortgage
Rates, Household Balance Sheets, and the Real Economy by B. Keys, T. Piskorski, A. Seru, and V. Yao)
Code
In media: VoxEU
Credit Induced
Boom and Bust
(with Marco
Di Maggio), Review of Financial Studies, 2017, 30 (11): 3711-3758.
The Value of Trading
Relations in Turbulent Times
(with
Marco Di Maggio and Zhaogang Sang), Journal of Financial Economics,
2017, 124 (2), 266-284.
In media: VoxEU
The
Value of Connections in Turbulent Times: Evidence from the United States
(with Daron
Acemoglu, Simon Johnson, James Kwak and Todd Mitton), Journal of Financial Economics,
2016, 121(2), 368-391.
Data/Code
In media: VoxEU Slate
WSJ
Working Papers
Racial
Disparities in Housing Returns
(with Francis Wong)
Two
Tales of Debt
(with Yueran Ma)
Asset Specificity of Non-Financial Firms
(with Yueran Ma)
The Importance
of Unemployment Insurance as an Automatic Stabilizer
(with Marco
Di Maggio), R&R at AEJ:Macro,
updated May 2017.
Cheap
Credit, Collateral and the Boom-Bust Cycle
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