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Publications
Do
Intermediaries Improve GSE Lending? Evidence from Proprietary GSE Data
(with Joshua Bosshardt and Ali Kakhbod), Journal of Financial
Economics, 2025, 170
Racial
Disparities in Housing Returns
(with
Francis Wong), Forthcoming American Economic Review
The Credit Supply
Channel of Monetary Policy Tightening and its Distributional Impacts
(with
Joshua Bosshardt, Marco Di Maggio and Ali Kakhbod) , Journal of Financial
Economics, 2024,160
Data/Code
Asset Specificity of Non-Financial Firms
(with Yueran Ma), Quarterly
Journal of Economics , 2023, 138(1), 205-264
Data/Code
The
Pass-Through of Uncertainty Shocks to Households
(with Marco Di Maggio, Rodney Ramcharan, Vincent Yao
and Edison Yu), Journal of Financial Economics,2022, 145 (1), 85-104
JFE Fama-DFA
Prize, 2nd place
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
Code
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
In the
Fed’s Mind
(with
Ali Kakhbod and Bernardo Maciel)
Rebalancers and the
Cross-Asset Transmission of Expectations Shocks
(with
Joshua Bosshardt and Ali Kakhbod)
Monetary
Policy and Housing Overvaluation
(with
Nina Biljanovska, Eduardo Espuny Diaz and Rui Mano)
Native-Immigrant Entrepreneurial
Synergies
(with
Tim McQuade and Zhao Jin)
Return Migration and Human
Capital Flows
(with
Naser Amanzadeh and Tim McQuade)
Two Tales of Debt
(with Yueran Ma)
The Importance
of Unemployment Insurance as an Automatic Stabilizer
(with Marco Di
Maggio)
Cheap
Credit, Collateral and the Boom-Bust Cycle
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