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Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?
- GSB Authors: Kenneth Singleton
- Date: 2021-07-09
- Publication Type: Articles
- Publication: The Journal of Finance
Learning from Disagreement in the Us Treasury Bond Market
- GSB Authors: Kenneth Singleton
- Date: 2020-07-27
- Publication Type: Articles
- Publication: The Journal of Finance
The Term Structure of Currency Carry Trade Risk Premia
- GSB Authors: Hanno Lustig
- Date: 2019-01-19
- Publication Type: Articles
- Publication: The American Economic Review
Funding Value Adjustments
- GSB Authors: Darrell Duffie
- Date: 2018-10-26
- Publication Type: Articles
- Publication: The Journal of Finance
Ecb Policies Involving Government Bond Purchases: Impact and Channels
- GSB Authors: Arvind Krishnamurthy
- Date: 2017-11-27
- Publication Type: Articles
- Publication: Review of Finance
The Cross-Section and Time Series of Stock and Bond Returns
- GSB Authors: Hanno Lustig
- Date: 2017-05-22
- Publication Type: Articles
- Publication: Journal of Monetary Economics
What Makes Us Government Bonds Safe Assets?
- GSB Authors: Arvind Krishnamurthy
- Date: 2016-05-01
- Publication Type: Articles
- Publication: The American Economic Review
Macroeconomic Effects of Corporate Default Crisis: A Long-Term Perspective
- GSB Authors: Ilya A Strebulaev
- Date: 2013-10-31
- Publication Type: Articles
- Publication: Journal of Financial Economics
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
Post-Retirement Financial Strategies: Forecasts and Valuation
- GSB Authors: William Sharpe
- Date: 2012-03-13
- Publication Type: Articles
- Publication: European Financial Management