Medford, MA 02155
Tufts University - Department of Economics
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return on stocks, price of risk, value at risk, oil and gas industry, dynamic conditional correlation (DCC)
asset pricing, multifactor model, CAPM, emerging markets
cross-listing premium, treatment effects
BRIC, stock-bond returns, conditional volatility, dynamic conditional correlation, financial crisis
Cross-listing, Sarbanes-Oxley, dynamic panel data, treatment effects
firm value, nominal risk, cross-listing
Risk-Return Tradeoff, National Real Estate Market, Momentum, Reversal
conditional value-at-risk, VIX, externality, consumer sentiment
re-pricing options, forecasting volatility, seemingly unrelated regression, implied volatility
market-to-book ratio and return on equity, quantile regression
House Price Index, Real and Nominal Shocks
Price dispersion, inflation dispersion, aggregate shocks
U.S. large-cap, FX risk, skewness, kurtosis, panel data
government budget constraint, nominal assets, capital income tax
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Transfers, insurance, liquidity constraint, intertemporal substitution, risk aversion
Capital Structure; Debt; Leverage; Economics of Regulation; Infrastructure
EV/EBITDA, treatment effect, DID estimation, propensity score matchings
factor models, global risk, momentum, exposure
Event Study, Equity Prices, Cartels
Private information, adverse selection, lottery, unemployment insurance, incomplete
Government budget, taxation, nominal assets, growth
Moral hazard, disutility of effort, incomplete contract, meanvariance
Stochastic growth, labor supply, costs of business cycles, asset prices
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