Adi Sunderam

Harvard University - Business School (HBS)

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 21,844

SSRN RANKINGS

Top 21,844

in Total Papers Downloads

2,962

SSRN CITATIONS
Rank 7,956

SSRN RANKINGS

Top 7,956

in Total Papers Citations

110

CROSSREF CITATIONS

56

Scholarly Papers (6)

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

AFA 2009 San Francisco Meetings Paper, Harvard Business School Finance Working Paper No. 09-088
Number of pages: 44 Posted: 20 Mar 2008 Last Revised: 15 Jan 2013
John Y. Campbell, Adi Sunderam and Luis M. Viceira
Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 912 (32,447)
Citation 2

Abstract:

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Term structure of interest rates, inflation risk, time varying expected returns, bond return predictability, expectations hypothesis, macro asset pricing

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Number of pages: 83 Posted: 17 Feb 2009 Last Revised: 03 Sep 2021
John Y. Campbell, Adi Sunderam and Luis M. Viceira
Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 83 (377,855)
Citation 29

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2.

Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Funds

Fisher College of Business Working Paper No. 2012-4, Charles A. Dice Working Paper No. 2012-03-004
Number of pages: 49 Posted: 26 Jan 2012 Last Revised: 18 Sep 2012
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 708 (46,486)
Citation 55

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Money market mutual funds, European sovereign debt crisis, runs, contagion, risk taking

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

Fisher College of Business Working Paper No. 2016-03-05, Charles A. Dice Center Working Paper No. 2016-5
Number of pages: 62 Posted: 18 Feb 2016 Last Revised: 16 Jul 2016
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 473 (76,750)

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liquidity transformation, asset management, mutual funds, cash holdings, fire sales

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

ESRB: Working Paper Series No. 2016/23
Number of pages: 63 Posted: 05 Nov 2020
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 28 (610,937)
Citation 2

Abstract:

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liquidity transformation, asset management, mutual funds, cash holdings, fire sales

Financial Market Risk Perceptions and the Macroeconomy

Harvard Business School Finance Working Paper No. 17-040
Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 06 Sep 2019
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 450 (81,510)

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risk-centric business cycles, cross-section of equities, real risk-free rate, real investment

5.
Downloads 183 (200,496)

Do Fire Sales Create Externalities?

Number of pages: 60 Posted: 13 Oct 2017 Last Revised: 24 Sep 2018
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 183 (209,264)

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fire sales, mutual funds, liquidity management, externalities

6.
Downloads 125 (226,287)
Citation 2

The Rise and Fall of Demand for Securitizations

Fisher College of Business Working Paper No. 2014-03-16, Charles A. Dice Center Working Paper No. 2014-16
Number of pages: 50 Posted: 19 Dec 2014
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard University - Business School (HBS)
Downloads 125 (286,505)

Abstract:

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securitization, mutual funds, insurance companies, financial crises, fire sales, risk taking, reinforcement learning