Matteo Maggiori: Winner of the 2021 Fischer Black Prize
The Journal of Finance, 76(5). [Link]
Review Article: Perspectives on the Future of Asset Pricing
With Markus Brunnermeier, Emmanuel Farhi, Ralph S.J. Koijen, Arvind Krishnamurthy, Sydney C. Ludvigson, Stefan Nagel, Monika Piazzesi (2021) Vol. 34 Issue 4 Pages 2126–2160, Review of Financial Studies [Link]
Mind the Gap in Sovereign Debt Markets: The U.S. Treasury basis and the Dollar Risk Factor
with Arvind Krishnamurthy. August 29, 2019, prepared for the annual Jackson Hole Symposium. [Link]
Foreign Safe Asset Demand for US Treasurys and the Dollar
With Zhengyang Jiang and Arvind Krishnamurthy (2018), AEA Papers and Proceedings, [Link]
Inflation-Adjusted Bonds and the Inflation Risk Premium
with Matthias Fleckenstein and Francis Longstaff, Handbook of Fixed Income, edited by Pietro Veronesi (2015), John Wiley & Sons. [Link]
A European History lesson for Today’s Central Bankers
International Journal of Central Banking (2013), prepared for the 4th IJCB Financial Stability Conference.
Exchange Rates in a Stochastic Discount Factor Framework
Handbook of Exchange Rates (2012), edited by Jessica James, Ian W. Marsh, and Lucio Sarno, John Wiley & Sons. [Link]
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
With Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Adrien Verdelhan. (2010). American Economic Review, Papers and Proceedings [Link]
Discussion of “Carry Trades and Currency Crashes”
by Markus Brunnermeier, Stefan Nagel and Lasse Pedersen, in NBER Macro Annual 2008, edited by Daron Acemoglu, Kenneth Rogoff and Michael Woodford, University of Chicago Press.
Consumption Based Asset Pricing Models: Empirical Performance
with Fatih Guvenen, in New Palgrave Dictionary of Economics (2008), Second Edition, edited by Stephen Durlauf and Lawrence Blume, Palgrave Macmillan. [Link]