|
2025
|
Reserves Were Not So Ample After All*
|
Quarterly Journal of Economics
|
S
|
3
|
|
2025
|
The Decline of Too Big to Fail
|
American Economic Review
|
S
|
3
|
|
2025
|
Bank Funding Risk, Reference Rates, and Credit Supply
|
Journal of Finance
|
A
|
5
|
|
2021
|
Market Fragmentation
|
American Economic Review
|
S
|
2
|
|
2021
|
Robust benchmark design
|
Journal of Financial Economics
|
A
|
2
|
|
2021
|
Do Dark Pools Harm Price Discovery?
|
Review of Economic Studies
|
S
|
2
|
|
2019
|
Funding Value Adjustments
|
Journal of Finance
|
A
|
3
|
|
2018
|
Dynamic directed random matching
|
Journal of Economic Theory
|
A
|
3
|
|
2018
|
Parsimonious modeling of yield curves
|
Review of Finance
|
B
|
4
|
|
2018
|
Financial Regulatory Reform After the Crisis: An Assessment
|
Management Science
|
B
|
1
|
|
2017
|
Benchmarks in Search Markets
|
Journal of Finance
|
A
|
3
|
|
2017
|
Size Discovery
|
The Review of Financial Studies
|
A
|
2
|
|
2015
|
Reprint of: Information percolation in segmented markets
|
Journal of Economic Theory
|
A
|
3
|
|
2015
|
Central clearing and collateral demand
|
Journal of Financial Economics
|
A
|
3
|
|
2014
|
Information percolation in segmented markets
|
Journal of Economic Theory
|
A
|
3
|
|
2013
|
Replumbing Our Financial System: Uneven Progress
|
International Journal of Central Banking
|
B
|
1
|
|
2012
|
The exact law of large numbers for independent random matching
|
Journal of Economic Theory
|
A
|
2
|
|
2011
|
Does a Central Clearing Counterparty Reduce Counterparty Risk?
|
Review of Asset Pricing Studies
|
B
|
2
|
|
2010
|
Information Percolation
|
American Economic Journal: Microeconomics
|
B
|
3
|
|
2010
|
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
|
Journal of Finance
|
A
|
1
|
|
2010
|
The relative contributions of private information sharing and public information releases to information aggregation
|
Journal of Economic Theory
|
A
|
3
|
|
2009
|
Frailty Correlated Default
|
Journal of Finance
|
A
|
4
|
|
2007
|
Systemic Illiquidity in the Federal Funds Market
|
American Economic Review
|
S
|
2
|
|
2007
|
Common Failings: How Corporate Defaults Are Correlated
|
Journal of Finance
|
A
|
4
|
|
2007
|
Information Percolation in Large Markets
|
American Economic Review
|
S
|
2
|
|
2007
|
Multi-period corporate default prediction with stochastic covariates
|
Journal of Financial Economics
|
A
|
3
|
|
2007
|
Valuation in Over-the-Counter Markets
|
The Review of Financial Studies
|
A
|
3
|
|
2005
|
Credit risk modeling with affine processes
|
Journal of Banking & Finance
|
B
|
1
|
|
2003
|
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
|
Journal of Finance
|
A
|
3
|
|
2002
|
Securities lending, shorting, and pricing
|
Journal of Financial Economics
|
A
|
3
|
|
2002
|
Universal state prices and asymmetric information
|
Journal of Mathematical Economics
|
C
|
2
|
|
1999
|
Modeling Term Structures of Defaultable Bonds.
|
The Review of Financial Studies
|
A
|
2
|
|
1998
|
Black, Merton and Scholes — Their Central Contributions to Economics
|
Scandanavian Journal of Economics
|
B
|
1
|
|
1997
|
An Econometric Model of the Term Structure of Interest-Rate Swap Yields.
|
Journal of Finance
|
A
|
2
|
|
1997
|
Hedging in incomplete markets with HARA utility
|
Journal of Economic Dynamics and Control
|
B
|
4
|
|
1996
|
Asset Pricing with Heterogeneous Consumers.
|
Journal of Political Economy
|
S
|
2
|
|
1996
|
Special Repo Rates.
|
Journal of Finance
|
A
|
1
|
|
1996
|
Swap Rates and Credit Quality.
|
Journal of Finance
|
A
|
2
|
|
1996
|
Incomplete security markets with infinitely many states: An introduction
|
Journal of Mathematical Economics
|
C
|
1
|
|
1996
|
A term structure model with preferences for the timing of resolution of uncertainty (*)
|
Economic Theory
|
B
|
3
|
|
1995
|
Corporate Incentives for Hedging and Hedge Accounting.
|
The Review of Financial Studies
|
A
|
2
|
|
1995
|
Financial Market Innovation and Security Design: An Introduction
|
Journal of Economic Theory
|
A
|
2
|
|
1994
|
Continuous-time security pricing : A utility gradient approach
|
Journal of Mathematical Economics
|
C
|
2
|
|
1994
|
Efficient and equilibrium allocations with stochastic differential utility
|
Journal of Mathematical Economics
|
C
|
3
|
|
1992
|
Pricing continuously resettled contingent claims
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1992
|
PDE solutions of stochastic differential utility
|
Journal of Mathematical Economics
|
C
|
2
|
|
1992
|
Asset Pricing with Stochastic Differential Utility.
|
The Review of Financial Studies
|
A
|
2
|
|
1991
|
Corporate financial hedging with proprietary information
|
Journal of Economic Theory
|
A
|
2
|
|
1990
|
Optimal hedging and equilibrium in a dynamic futures market
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1990
|
Transactions costs and portfolio choice in a discrete-continuous-time setting
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1990
|
The New Palgrave: Finance : A book review
|
Journal of Monetary Economics
|
A
|
1
|
|
1988
|
An extension of the Black-Scholes model of security valuation
|
Journal of Economic Theory
|
A
|
1
|
|
1987
|
Stochastic equilibria with incomplete financial markets
|
Journal of Economic Theory
|
A
|
1
|
|
1986
|
Competitive equilibria in general choice spaces
|
Journal of Mathematical Economics
|
C
|
1
|
|
1986
|
Equilibrium in incomplete markets: II : Generic existence in stochastic economies
|
Journal of Mathematical Economics
|
C
|
2
|
|
1986
|
Multiperiod security markets with differential information : Martingales and resolution times
|
Journal of Mathematical Economics
|
C
|
2
|
|
1985
|
Equilibrium in incomplete markets: I : A basic model of generic existence
|
Journal of Mathematical Economics
|
C
|
2
|