Luca Benzoni : Citation Profile

Federal Reserve Bank of Chicago

11

H index

12

i10 index

1026

Citations

RESEARCH PRODUCTION:

16

Articles

31

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 42
   Journals where Luca Benzoni has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 14 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe1008
   Updated: 2026-01-10    RAS profile: 2025-07-23    
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Relations with other researchers

Works with:

Ajello, Andrea (2)

Ying, Chao (2)

Bassetto, Marco (2)

Timmer, Yannick (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Benzoni.

Is cited by:

Bollerslev, Tim (18)

Chernov, Mikhail (16)

Andersen, Torben (14)

Meddahi, Nour (11)

Maheu, John (10)

Diebold, Francis (10)

Nicodano, Giovanna (9)

Sévi, Benoît (9)

Renò, Roberto (9)

Meinerding, Christoph (8)

Shephard, Neil (8)

Cites to:

Andersen, Torben (36)

Bollerslev, Tim (32)

Diebold, Francis (25)

Campbell, John (23)

Duffie, Darrell (21)

Leland, Hayne (16)

Tauchen, George (15)

Zeldes, Stephen (15)

Gallant, A. (14)

He, Zhiguo (12)

Viceira, Luis (12)

Main data

Where Luca Benzoni has published?

Journals with more than one article published# docs
Journal of Finance3
Journal of Financial Economics2
Chicago Fed Letter2
Economic Perspectives2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of Chicago21
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Luca Benzoni (2025 and 2024)

YearTitle of citing document
2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2025Reinforcement Learning for Jump-Diffusions, with Financial Applications. (2025). Yu, Xun ; Gao, Xuefeng ; Li, Lingfei. In: Papers. RePEc:arx:papers:2405.16449.

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2025Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets. (2024). Feng, Zixin ; Zheng, Harry ; Tian, Dejian. In: Papers. RePEc:arx:papers:2407.19995.

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2024Optimal post-retirement investment under longevity risk in collective funds. (2024). Dalby, James ; Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2409.15325.

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2024Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749.

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2025Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies. (2025). Hobbs, Rohan ; Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2504.16892.

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2025Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734.

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2025Network and Risk Analysis of Surety Bonds. (2025). Broderick, Tamara ; Lin, Vanessa ; Jadbabaie, Ali ; Quintero, Manuel ; Sinclair, Sean R ; Sarker, Arnab. In: Papers. RePEc:arx:papers:2511.05691.

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2025Machine-learning a family of solutions to an optimal pension investment problem. (2025). Hobbs, Rohan ; Armstrong, John ; Buescu, Cristin ; Dalby, James. In: Papers. RePEc:arx:papers:2511.07045.

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2025Stock Market Participation, Work from Home, and Inequality. (2025). schröder, carsten ; Menkhoff, Lukas ; Schrder, Carsten ; Meister, Lorenz. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2138.

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2025Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated. (2025). Zhang, Jiannan ; Li, Shuanming ; Chen, Ping ; Jin, Zhuo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:490:y:2025:i:c:s0096300324006714.

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2024Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180.

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2024Closed-form approximations of moments and densities of continuous–time Markov models. (2024). Kristensen, Dennis ; Mele, Antonio ; Lee, Young Jun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001404.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2024Estimating option pricing models using a characteristic function-based linear state space representation. (2024). Laeven, Roger ; Vladimirov, Evgenii ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002094.

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2025Bond risk premiums at the zero lower bound. (2025). Meldrum, Andrew ; Jrgensen, Kasper ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002902.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2024Instantaneous volatility of the yield curve, variance risk premium and bond return predictability. (2024). Yin, Ximing ; Yang, GE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000252.

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2024Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x.

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2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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2025Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. (2025). Urga, Giovanni ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000167.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2025Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?. (2025). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001012.

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2024A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

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2024Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024A buy-hold-sell pension saving strategy. (2024). Steffensen, Mogens ; Khemka, Gaurav ; Warren, Geoffrey J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:1-16.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules. (2024). Qi, Shuyuan ; Chen, Jian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001018.

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2025Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. (2025). Hansen, Jorge Wolfgang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002681.

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2024House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration. (2024). Wang, Zilong ; Yin, Zhichao ; Sha, Yezhou. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:390-406.

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2024Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

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2024Commitment and investment distortions under limited liability. (2024). Pflueger, Carolin ; Perla, Jesse ; Szkup, Michal. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001327.

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2024Financial returns to household inventory management. (2024). Baker, Scott ; Johnson, Stephanie ; Kueng, Lorenz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001988.

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2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

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2025Regulating inattention in fee-based financial advice. (2025). , Kingsley ; Edelen, Roger M ; Han, Jingyi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002083.

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2025Rules versus discretion in capital regulation. (2025). Xiang, Haotian ; Jermann, Urban. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000686.

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2025Present bias: Understanding zero leverage policy and unstable capital structure. (2025). Li, Yuan ; Wong, Tak-Yuen ; Zhao, Siqi. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:119:y:2025:i:c:s0304406825000655.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2025Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?. (2025). Song, Shijia ; Li, Handong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007039.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2024Life-cycle risk-taking with personal disaster risk. (2024). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396.

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2024Corporate bond defaults and spillover effects on bank risk: Evidence from city commercial banks in China. (2024). Ouyang, Yiling ; Wang, Yaxin ; Gao, Haoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000448.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2025Debt Maturity and Commitment on Firm Policies. (2023). Saretto, Alessio ; Gamba, Andrea. In: Working Papers. RePEc:fip:feddwp:96046.

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2024Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28.

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2025Local Estimation for Option Pricing: Improving Forecasts with Market State Information. (2025). Oh, Dong Hwan ; Kim, Hyung Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-76.

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2025Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets. (2025). Song, Yuping ; Zhu, Min ; Zheng, Xin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10633-1.

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2024Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Schroen, Sebastian ; Dierkes, Maik ; Krupski, Jan. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09197-3.

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2024Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility. (2024). Han, Yuecai ; Zhang, Fengtong. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09198-2.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2025A Theory of Portfolio Choice for Heterogeneous Investors. (2025). Li, Mingzhe. In: MPRA Paper. RePEc:pra:mprapa:126642.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2025The complex nature of financial market microstructure: the case of a stock market crash. (2025). Booth, Geoffrey G ; Broussard, John Paul ; Shi, Feng. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:1:d:10.1007_s11403-021-00343-4.

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2025Observations concerning the estimation of Heston’s stochastic volatility model using HF data. (2025). Schmid, Manuel ; Rockinger, Michael ; Okhrin, Ostap. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01710-0.

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2025Monetary Policy Wealth Effects: Evidence from the 2015 Swiss Franc Shock. (2025). Schmid, Markus ; Perez, Lizet Alejandra ; Hoechle, Daniel ; Brown, Martin. In: Working Papers. RePEc:szg:worpap:2506.

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2025Heterogeneous beliefs, preference for safety, and life-cycle portfolio allocation. (2025). Claudio, Campanale. In: Working papers. RePEc:tur:wpapnw:100.

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2025New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40.

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2024Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market. (2024). Luo, Xingguo ; Tao, Libin ; Ryu, Doojin ; Ye, Chuxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:533-554.

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2024The “educational capital” of corporate boards and initial public offering pricing: Evidence from the US initial public offerings. (2024). Wu, Shuai ; Tang, Wei ; Fu, Qiang ; Xu, YU. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:1756-1772.

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2025Sustainable development through digital innovation: Unveiling the impact of big data comprehensive experimental zones on energy utilization efficiency. (2025). Liu, Baoliu ; Cai, Meng ; Di, Kaisheng ; Xue, Han. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:1:p:177-189.

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2024Work from Home, Stock Market Participation, and Inequality. (2024). schröder, carsten ; Menkhoff, Lukas ; Meister, Lorenz ; Schroder, Carsten. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302335.

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Works by Luca Benzoni:

YearTitleTypeCited
2007Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper73
2010Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models.(2010) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2006Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2007Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2010Stochastic Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper68
2009Stochastic volatility.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2015The Value and Risk of Human Capital In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article15
2015The Value and Risk of Human Capital.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2002An Empirical Investigation of Continuous‐Time Equity Return Models In: Journal of Finance.
[Full Text][Citation analysis]		article325
2001An Empirical Investigation of Continuous-Time Equity Return Models.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 325		paper
2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated In: Journal of Finance.
[Full Text][Citation analysis]		article214
2007Portfolio choice over the life-cycle when the stock and labor markets are cointegrated.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 214		paper
2004Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper1
2011Explaining asset pricing puzzles associated with the 1987 market crash In: Journal of Financial Economics.
[Full Text][Citation analysis]		article86
2010Explaining asset pricing puzzles associated with the 1987 market crash.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 86		paper
2022Debt dynamics with fixed issuance costs In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2022Debt Dynamics with Fixed Issuance Costs.(2022) In: Working Paper Series.
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This paper has nother version. Agregated cites: 6		paper
2010Conflict of interest and certification in the U.S. IPO market In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article6
2007Conflict of interest and certification in the U.S. IPO market.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 6		paper
2010Lifecycle investment decisions and labor income risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2022Monetary Policy, Inflation Outlook, and Recession Probabilities In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2009Investing over the life cycle with long-run labor income risk In: Economic Perspectives.
[Full Text][Citation analysis]		article7
2012No-arbitrage restrictions and the U.S. Treasury market In: Economic Perspectives.
[Full Text][Citation analysis]		article2
2018Why Does the Yield-Curve Slope Predict Recessions? In: Chicago Fed Letter.
[Full Text][Citation analysis]		article11
2018Why Does the Yield-Curve Slope Predict Recessions?.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11		paper
2022Sources of Fluctuation in Short-Term Yields and Recession Probabilities In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2025The 2025 U.S. Debt Limit Through the Lens of Financial Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Optimal Debt Dynamics, Issuance Costs, and Commitment In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2023What does the CDS market imply for a U.S. default? In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024On the Mechanics of Fiscal Inflations In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024On the Mechanics of Fiscal Inflations.(2024) In: Quarterly Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2008Realized volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper50
2011Can standard preferences explain the prices of out-of-the-money S&P 500 put options? In: Working Paper Series.
[Full Text][Citation analysis]		paper23
2005Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2012Modeling credit contagion via the updating of fragile beliefs In: Working Paper Series.
[Full Text][Citation analysis]		paper65
2015Modeling Credit Contagion via the Updating of Fragile Beliefs.(2015) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 65		article
2013Human Capital and Long-Run Labor Income Risk In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Core and Crust: Consumer Prices and the Term Structure of Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper25
2020Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 25		article
2012Core and `Crust: Consumer Prices and the Term Structure of Interest Rates.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 25		paper
2016The Interplay Between Financial Conditions and Monetary Policy Shocks In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2017The Interplay Between Financial Conditions and Monetary Policy Shocks.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 9		paper
2015Estimating the Tax and Credit-Event Risk Components of Credit Spreads In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Selecting Primal Innovations in DSGE models In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2019Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2023Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads In: Management Science.
[Full Text][Citation analysis]		article1
2005Portfolio Choice over the Life-Cycle in the Presence of Trickle Down Labor Income In: NBER Working Papers.
[Full Text][Citation analysis]		paper28

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