Quantifying Dark Matter in Finance: Time-varying Disaster Risk and Asset Prices by Matthew Baron, Wei Xiong, and Zhijiang Ye (EFA 2022)

Market Response to A VIX Impulse by Nikolaus Hautsch, Albert J. Menkveld and Stefan Voigt (FIRS 2022)

Concealed Carry by S. Andrews, R. Colacito, M. M. Croce and F. Gavazzoni (HEC-McGill Winter Finance Workshop 2022)

Dealer Disagreement and Asset Prices in FX Markets by Brandon Yueyang Han, Sophia Zhengzi Li and Zhaogang Song (YSFC 2022)

Volatility (Dis)Connect in International Markets by R. Colacito, M. M. Croce, Y. Liu, I. Shaliastovich (MFA 2022)

Information-Driven Volatility by Hengjie Ai, Leyla Jianyu Han, and Lai Xu (MFA 2022)

Monetary Policy, Segmentation, and the Term Structure by Kekre, Lenel and Mainardi (MFA 2022)

The Safety Premium of Safe Assets by Jens H. E. Christensen and Nokola Mirkov (MFA 2021)

U.S. Banks and Global Liquidity by Ricardo Correa, Wenxin Du and Gordon Y. Liao (FRIC 2021)

Cognitive Errors As Canary Traps by Alex Chinco (European Winter Finance Conference 2021)

Inequality Aversion, Populism and the Backlash Against Globalization by Lubos Pastor and Pietro Veronesi (EFA 2020)

Heterogeneous Beliefs and FOMC Announcements by Chao Ying (MFA 2020)    

How Risky are the U.S. Corporate Assets? by Tetiana Davydiuk, Scott Richard, Ivan Shaliastovich, and Amir Yaron (MFA 2020)

The Network of Firms Implied by the News by Schwenkler and Zheng (NFA 2019)

Asset Pricing with Fading Memory by Stefan Nagel and Zhengyang Xu (EFA 2019

A Production-based Economic Explanation for the Gross Profitability Premium by Leonid Kogan, Jun Li and Harold H. Zhang (Swedish House of Finance - Financial markets and corporate decisions, 2019)

Risk Sharing and the Term Structure of Interest Rates by Andrés Schneider (MFA 2019)

Expected Correlation and Future Market Returns by Buss, Schönleber and Vilkov (AFA 2019)

Funding Constraints and Informational Efficiency by Sergei Glebkin, Naveen Gondhi, and John Kuong (EFA 2018)

Pricing Implications of Covariances and Spreads in Currency Markets by Thomas A. Maurer, Thuy-Duong Tô,  Ngoc-Khanh Tran (Vienna Symposium on Foreign Exchange Markets, 2018)

The Collateralizability Premium by Hengjie Ai, Jun Li, Kai Li and Christian Schlag (CAPR, 2018)

Financial Innovation and Asset Prices by Adrian Buss, Raman Uppal and Grigory Vilkov (Third European Workshop on Household Finance, 2018)

Dissecting Characteristics Nonparametrically by J. Freyberger, A. Neuhierl and M. Weber (European Winter Finance Summit, 2018)

An Equilibrium Theory of Determinate Nominal Exchange Rates,Current Accounts and Asset Flows by Marcus Hagedorn (7th Workshop on Financial Determinants of Foreign Exchange, 2017)

Managing Counterparty Risk in OTC Markets by Christoph Frei, Agostino Capponi and Celso Brunetti (NFA, 2017)

Preventing Controversial Catastrophes by Steven D. Baker, Burton Hollifield and Emilio Osambela (EFA, 2017)

An Information-Theoretic Asset Pricing Model by Anisha Ghosh, Christian Julliard and Alex P. Taylor (BI-SHoF, 2017)

Winners and Losers: Creative Destruction and Stock Returns by Kogan, Papanikolaou and Stoffman (CAPR, 2017)

Expected Term Structures by Andrea Buraschi, Ilaria Piatti and Paul Whelan (AFA, 2017)

Pricing of Idiosyncratic Equity and Variance Risks by Elise Gourier (EFA, 2016)

Equilibrium Asset Pricing in Directed Networks by Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag (Fourth Economic Networks and Finance Conference, 2016)

Where Experience Matters: Asset Allocation and Asset Pricingwith Opaque and Illiquid Assets by Adrian Buss, Raman Uppal and Grigory Vilkov (AFA, 2016)

The Financialization of Storable Commodities by Steven D. Baker (EFA, 2015)

Term Structures of Asset Prices and Returns by David Backhus, Nina Boyarchenko and Mikhail Chernov (BI-SHoF, 2015)

Currency Risk Factors in a Recursive Multi-Country Economy by Ric Colacito, Mariano (Max) Massimiliano Croce, Federico Gavazzoni, Robert C. Ready (CAPR, 2015)

BKK the EZ Way. International Long-Run Growth News and Capital Flows by Ric Colacito, Mariano (Max) Massimiliano Croce, Steven Wei Ho and Philip Howard (AFA, 2015)

A model of time-varying risk premia with habits and production by Ian Dew-Becker (CAPR, 2014)

Asset Prices in General Equilibrium with Recursive Utilityand Illiquidity Induced by Transactions Costs by Adrian Buss, Raman Uppal and Grigory Vilkov (EFA, 2013)

A Production-Based Model for the Term Structure by Urban Jermann (CAPR, 2013)

Equilibrium Growth, Inflation, and Bond Yields by Howard Kung (EFA, 2012)

A Robust Analysis of the Risk-Structure of Equilibrium TermStructures of Bond Yields by Anh Le and Kenneth J. Singleton (EFA, 2012)

Volatility, the Macroeconomy and Asset Prices by Ravi Bansal, Dana Kiku, Ivan Shaliastovich and Amir Yaron (CAPR/NFI Workshop on Time-Varying Expected Returns, 2012)

State-dependent dependencies: A continuous-time dynamics for correlations by Christoph Becker and Wolfgang Schmidt (World Finance Conference, 2011)

Sources of Entropy in Dynamic Representative Agent Models by David Backus, Mikhail Chernov, and Stanley Zin (SIFR, 2010)

When Uncertainty Blows in the Orchard: Comovement andEquilibrium Volatility Risk Premia by Andrea Buraschi, Fabio Trojani and Andrea Vedolin (WFA, 2010)

The CARMA Interest Rate Model by Arne Andresen, Fred Espen Benth, Steen Koekebakker and Valeriy Zakamulin (European Winter Finance Workshop, 2009)

Is the Bond Premium Puzzle Really a Puzzle? by Jesper Pedersen (2nd Nordic Summer Symposium in Macroeconomics, 2008)