Firm Volatility in Granular Networks
With Bernard Herksovic, Bryan Kelly, and Stijn Van Nieuwerburgh (2020), Journal of Political Economy (accepted).
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.
with Fatih Guvenen, in New Palgrave Dictionary of Economics (2008), Second Edition, edited by Stephen Durlauf and Lawrence Blume, Palgrave Macmillan.
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]
A European History lesson for Today’s Central Bankers
International Journal of Central Banking (2013), prepared for the 4th IJCB Financial Stability Conference.
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