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]
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]
Consumption Based Asset Pricing Models: Theory
with Fatih Guvenen, in New Palgrave Dictionary of Economics (2008), Second Edition, edited by Stephen Durlauf and Lawrence Blume, Palgrave Macmillan. [Link]