Stern School of Business
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New York University (NYU) - Department of Finance
National Bureau of Economic Research (NBER)
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Financial intermediation, liquidity transformation, shadow banking, unconventional monetary policy
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consumption-based asset pricing, equity premium, risk aversion
price informativeness, economic growth, investment, revelatory price efficiency, forecasting price efficiency
Monetary policy, deposits, market power, bank lending, liquidity
Monetary policy, leverage, risk premia, reaching for yield
index option returns, option mispricing, volatility jumps, price jumps, liquidity, market efficiency
mutual fund performance, active funds, index funds, fund flows
Banks, maturity transformation, deposits, interest rate risk
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