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Risk Premium Shocks Can Create Inefficient Recessions
- GSB Authors: Sebastian Di Tella
- Date: 2020-01-01
- Publication Type: Working Papers
Learning and Risk Premiums in an Arbitrage-Free Term Structure Model
- GSB Authors: Kenneth Singleton
- Date: 2018-05-20
- Publication Type: Working Papers
Mortgage Design in an Equilibrium Model of the Housing Market
- GSB Authors: Arvind Krishnamurthy
- Date: 2017-03-20
- Publication Type: Working Papers
The Information Content of Earnings Announcements: New Insights from Intertemporal and Cross-Sectional Behavior
- GSB Authors: Maureen McNichols | William Beaver
- Date: 2016-07-27
- Publication Type: Working Papers