Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management

Assistant Professor of Finance

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of California, Los Angeles (UCLA) - Anderson School of Management

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

20

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Top 2,449

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27,615

TOTAL CITATIONS
Rank 1,300

SSRN RANKINGS

Top 1,300

in Total Papers Citations

740

Scholarly Papers (20)

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1.

Volatility-Managed Portfolios

Downloads 12,352 ( 852)
Citation 183

Volatility-Managed Portfolios

Journal of Finance, Forthcoming
Number of pages: 76 Posted: 12 Sep 2015 Last Revised: 08 Mar 2017
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 12,191 (860)
Citation 18

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Volatility Managed Portfolios

NBER Working Paper No. w22208
Number of pages: 57 Posted: 02 May 2016 Last Revised: 08 Mar 2023
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 161 (392,576)
Citation 165

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2.

Hedging Risk Factors

Number of pages: 83 Posted: 24 Mar 2018 Last Revised: 28 Sep 2019
Bernard Herskovic, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 2,806 (10,138)
Citation 7

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Risk and Return, Equity Premium, Hedging, Asset Pricing Models, Factor Models

3.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 69 Posted: 04 May 2020 Last Revised: 28 Aug 2021
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 2,106 (16,100)
Citation 9

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COVID-19, Bond Markets, Financial Crisis, Liquidity, CDS-Bond Basis, ETF Arbitrage, Federal Reserve

4.

Financial Crises and Risk Premia

Number of pages: 52 Posted: 17 Jan 2014 Last Revised: 03 Nov 2016
Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,947 (18,304)
Citation 42

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5.

Should Long-Term Investors Time Volatility?

Number of pages: 61 Posted: 03 Dec 2016 Last Revised: 16 Jan 2018
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,268 (34,974)
Citation 30

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6.

Volatility Expectations and Returns

Downloads 1,241 (36,042)
Citation 2

Volatility Expectations and Returns

Number of pages: 84 Posted: 30 Oct 2019 Last Revised: 12 Dec 2020
Lars A. Lochstoer and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,164 (38,975)
Citation 2

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Volatility Expectations and Returns

NBER Working Paper No. w28102
Number of pages: 85 Posted: 16 Nov 2020 Last Revised: 15 Apr 2023
Lars A. Lochstoer and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 77 (678,316)

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7.

Financial Intermediaries and the Cross-Section of Asset Returns

Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58 Posted: 23 Mar 2011 Last Revised: 20 Nov 2014
Tobias Adrian, Erkko Etula and Tyler Muir
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,166 (39,624)
Citation 318

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cross sectional asset pricing, financial intermediation

8.

Intermediaries and Asset Prices: International Evidence since 1870

Review of Financial Studies
Number of pages: 153 Posted: 14 Feb 2018 Last Revised: 02 Jul 2021
Matthew Baron and Tyler Muir
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,106 (42,757)
Citation 19

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intermediary asset pricing, return predictability

9.

Bank Fragility When Depositors Are the Asset

Number of pages: 40 Posted: 19 Apr 2023 Last Revised: 10 Oct 2023
Valentin Haddad, Barney Hartman-Glaser and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 993 (49,690)
Citation 5

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banks, runs, fragility, Silicon Valley Bank, high interest rates, depositors

10.

The Cost of Capital of the Financial Sector

Downloads 912 (55,926)
Citation 17

The Cost of Capital of the Financial Sector

Number of pages: 57 Posted: 22 Dec 2015 Last Revised: 17 Dec 2016
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Paris School of Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 637 (88,553)
Citation 17

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The Cost of Capital of the Financial Sector

FRB of NY Staff Report No. 755
Number of pages: 52 Posted: 11 Jan 2016 Last Revised: 11 Nov 2017
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Paris School of Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 270 (239,913)

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cost of capital, financial intermediation, asset pricing, capital structure

The Cost of Capital of the Financial Sector

CEPR Discussion Paper No. DP11031
Number of pages: 53 Posted: 12 Jan 2016
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Paris School of Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 5 (1,353,831)
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asset pricing, cost of capital, financial intermediation

11.

Mobile Collateral Versus Immobile Collateral

Downloads 540 (110,658)
Citation 17

Mobile Collateral Versus Immobile Collateral

Number of pages: 36 Posted: 03 Aug 2015 Last Revised: 18 May 2020
Gary B. Gorton, Toomas Laarits and Tyler Muir
Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 387 (162,475)
Citation 3

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Mobile Collateral Versus Immobile Collateral

BIS Working Paper No. 561
Number of pages: 56 Posted: 07 Jun 2016
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 92 (607,869)
Citation 1

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Liquidity regulation, collateral, policy evaluation with economic history

Mobile Collateral Versus Immobile Collateral

NBER Working Paper No. w22619
Number of pages: 55 Posted: 12 Sep 2016 Last Revised: 22 Apr 2023
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 61 (771,797)
Citation 13

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12.

Diverging Banking Sector: New Facts and Macro Implications

Number of pages: 87 Posted: 18 Apr 2024 Last Revised: 21 Nov 2024
Jinyuan Zhang, Tyler Muir and Shohini Kundu
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 414 (152,491)

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Banking, monetary policy, technology

13.

1930: First Modern Crisis

Downloads 34 (228,435)

1930: First Modern Crisis

NBER Working Paper No. w25452
Number of pages: 32 Posted: 15 Jan 2019 Last Revised: 19 Jul 2023
Gary B. Gorton, Toomas Laarits and Tyler Muir
Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 34 (1,004,828)

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14.

Intermediary Leverage and the Cross-Section of Expected Returns

Number of pages: 41 Posted: 07 Jun 2010 Last Revised: 09 Jun 2010
Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 262 (249,957)

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Asset Pricing, Financial Intermediation

15.

When Selling Becomes Viral: Disruptions in Debt Markets in the Covid-19 Crisis and the Fed's Response

NBER Working Paper No. w27168
Number of pages: 53 Posted: 18 May 2020 Last Revised: 27 Mar 2022
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 114 (517,516)
Citation 7

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16.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850
Number of pages: 57 Posted: 25 Sep 2017 Last Revised: 03 Mar 2023
Arvind Krishnamurthy and Tyler Muir
Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 108 (538,836)
Citation 31

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17.

Do Intermediaries Matter for Aggregate Asset Prices?

NBER Working Paper No. w28692
Number of pages: 79 Posted: 19 Apr 2021 Last Revised: 26 May 2023
Valentin Haddad and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 90 (609,551)

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18.

Aggregate External Financing and Savings Waves

Downloads 80 (654,451)
Citation 50

Aggregate External Financing and Savings Waves

Journal of Monetary Economics, Vol. 84, No. 1, 2016
Number of pages: 34 Posted: 07 Oct 2018
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 59 (785,256)
Citation 3

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Cost of External Finance, Issuance Waves, Cash, Business Cycles

Aggregate External Financing and Savings Waves

NBER Working Paper No. w20442
Number of pages: 34 Posted: 08 Sep 2014 Last Revised: 11 May 2023
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 21 (1,165,198)
Citation 47

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19.

Whatever it Takes? The Impact of Conditional Policy Promises

NBER Working Paper No. w31259
Number of pages: 61 Posted: 22 May 2023 Last Revised: 05 Jun 2023
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA), University of Rochester and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 40 (919,787)
Citation 2

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20.

Market Macrostructure: Institutions and Asset Prices

NBER Working Paper No. w33434
Number of pages: 32 Posted: 04 Feb 2025
Valentin Haddad and Tyler Muir
University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 36 (958,594)
Citation 1
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