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Results 1 - 10 of 110
Contract Choice in the Interwar US Residential Mortgage Market
Jonathan Rose | 2018 | Working Paper | No.  2018-13
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Estimating the Tax and Credit-Event Risk Components of Credit Spreads
Luca Benzoni, Robert S. Goldstein | 2017 | Working Paper | No.  2017-17
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A Theoretical Model of Leaning Against the Wind (REVISED April 20, 2018)
Franklin Allen, Gadi Barlevy, Douglas Gale | 2017 | Working Paper | No.  2017-16
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Financialization in Commodity Markets
V.V. Chari, Lawrence J.  Christiano  | 2017 | Working Paper | No.  2017-15
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Interest Rates or Haircuts? Prices Versus Quantities in the Market for Collateralized Risky Loans
Robert Barsky, Theodore  Bogusz, Matthew Easton | 2016 | Working Paper | No.  2016-19
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The Life Insurance Industry and Systemic Risk: A Bond Market Perspective
Anna Paulson, Richard J. Rosen | 2016 | Working Paper | No.  2016-04
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Measuring Interest Rate Risk in the Life Insurance Sector: The U.S. and the U.K.
Daniel Hartley, Anna Paulson, Richard J. Rosen | 2016 | Working Paper | No.  2016-02
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Backtesting Systemic Risk Measures During Historical Bank Runs
Christian Brownlees, Benjamin Chabot, Eric Ghysels, Christopher Kurz | 2015 | Working Paper | No.  2015-09 | December
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The Value and Risk of Human Capital
Luca Benzoni, Olena Chyruk | 2015 | Working Paper | No.  2015-06 | July
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Momentum Trading, Return Chasing and Predictable Crashes
Benjamin Chabot, Eric Ghysels, Ravi Jagannathan | 2014 | Working Paper | No.  2014-27 | December
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