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Showing 1 - 12 of 12 Records

Demand for Money, Near-Money, and Treasury Bonds
- GSB Authors: Arvind Krishnamurthy
- Date: 2022-10-10
- Publication Type: Articles
- Publication: The Review of Financial Studies

Leverage Dynamics Without Commitment
- GSB Authors: Peter DeMarzo
- Date: 2020-12-22
- Publication Type: Articles
- Publication: The Journal of Finance

A Model of Safe Asset Determination
- GSB Authors: Arvind Krishnamurthy
- Date: 2019-04-01
- Publication Type: Articles
- Publication: The American Economic Review

Measuring Liquidity Mismatch in the Banking Sector
- GSB Authors: Arvind Krishnamurthy
- Date: 2017-10-10
- Publication Type: Articles
- Publication: The Journal of Finance

What Makes Us Government Bonds Safe Assets?
- GSB Authors: Arvind Krishnamurthy
- Date: 2016-05-01
- Publication Type: Articles
- Publication: The American Economic Review

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
- GSB Authors: Hanno Lustig
- Date: 2015-10-21
- Publication Type: Articles
- Publication: Journal of Financial Economics

Assessing Asset Pricing Models Using Revealed Preference
- GSB Authors: Jonathan Berk
- Date: 2015-08-24
- Publication Type: Articles
- Publication: Journal of Financial Economics

On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models
- GSB Authors: Bradyn Breon-Drish
- Date: 2015-03-15
- Publication Type: Articles
- Publication: The Review of Economic Studies

Capital Mobility and Asset Pricing
- GSB Authors: Darrell Duffie
- Date: 2012-11-26
- Publication Type: Articles
- Publication: Econometrica

A Market-Based Study of the Cost of Default
- GSB Authors: Ilya A Strebulaev
- Date: 2012-08-29
- Publication Type: Articles
- Publication: The Review of Financial Studies

"Black Swans" and the Financial Crisis
- GSB Authors: Paul Pfleiderer
- Date: 2012-06-01
- Publication Type: Articles
- Publication: Review of Pacific Basin Financial Markets and Policies

On the Valuation of Long-Dated Assets
- GSB Authors: Ian Martin
- Date: 2012-04-01
- Publication Type: Articles
- Publication: Journal of Political Economy