Publications

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework with Harjoat Bhamra and Ilya Strebulaev
Review of Financial Studies 23 (2), 2010, 645-703

Long-Run Risks, Credit Markets, and Financial Structure with Harjoat Bhamra and Ilya Strebulaev
American Economic Review P&P 100 (2), 2010, 547-551

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk with Harjoat Bhamra and Ilya Strebulaev
Review of Financial Studies 23 (12), 2010, 4187-4241, lead article

Monetary Policy and Corporate Default with Harjoat Bhamra and Adlai Fisher
Journal of Monetary Economics 58 (5), 2011, 480-494

Consumption Volatility Risk with Oliver Boguth
Journal of Finance
68 (6), 2013, 2589-2615

Investment-Based Corporate Bond Pricing with Lukas Schmid
Journal of Finance 69 (6), 2014, 2741-2776

A Labor Capital Asset Pricing Model with Mikhail Simutin and Jessie Wang
Journal of Finance, 72 (5), 2017, 2131-2178