5000 Forbes Avenue
Pittsburgh, PA 15213-3890
Carnegie Mellon University - David A. Tepper School of Business
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Equity premium, corporate bond credit spread, predictability, macroeconomic conditions, jumps, capital structure, default
Real investment, dynamic capital structure, default risk, credit spreads, recursive preferences, macroeconomic risk
Dynamic capital structure, leverage, aggregate dynamics, cross-sectional behavior, default probability, financial constraints, macroeconomic risk, risk aversion, elasticity of intertemporal substitution
Asset pricing, consumption volatility, cross section of returns, cash flow risk, recursive preferences.
Search frictions, equity premium puzzle, rare disasters, time-varying risk premiums, dynamic stochastic general equilibrium, unemployment, labor market tightness
Real investments, time-to-build, excess returns, investment returns
Monetary policy, interest rate rule, corporate default, capital structure, leverage, credit spreads
Cross-sectional asset pricing, labor search frictions, matching efficiency
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