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Adi Sunderam

Harvard Business School

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

  • Harvard Business School

SCHOLARLY PAPERS

6

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Top 19,173

in Total Papers Downloads

2,227

CITATIONS
Rank 9,144

SSRN RANKINGS

Top 9,144

in Total Papers Citations

48

Scholarly Papers (6)

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1.

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

Downloads 939 ( 21,081)
Citation 44

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 Business School and Harvard Business School - Finance Unit
Downloads 862 (23,487)
Citation 43

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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

NBER Working Paper No. w14701
Number of pages: 83 Posted: 17 Feb 2009 Last Revised: 04 Sep 2010
John Y. Campbell, Adi Sunderam and Luis M. Viceira
Harvard University - Department of Economics, Harvard Business School and Harvard Business School - Finance Unit
Downloads 77 (287,295)
Citation 44

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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 Business School
Downloads 551 (36,287)
Citation 4

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

3.

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

Downloads 316 ( 82,905)

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 Business School
Downloads 316 (85,259)

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

4.

The Rise and Fall of Demand for Securitizations

Downloads 110 (209,418)

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
Sergey Chernenko, Samuel Gregory Hanson and Adi Sunderam
Purdue University - Department of Management, Harvard Business School and Harvard Business School
Downloads 110 (227,191)

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

5.

Do Fire Sales Create Externalities?

Number of pages: 53 Posted: 13 Oct 2017 Last Revised: 29 Dec 2017
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard Business School
Downloads 0 (451,314)

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fire sales, mutual funds, liquidity management, externalities

6.

A Measure of Risk Appetite for the Macroeconomy

Number of pages: 54 Posted: 22 Nov 2016 Last Revised: 25 Apr 2018
Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
University of British Columbia (UBC) - Division of Finance, Harvard Business School - Finance Unit and Harvard Business School
Downloads 0 (138,146)

Abstract:

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real risk-free rate, demand shocks, real investment, stock market, volatility