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

Endogenous Disasters with Nicolas Petrosky-Nadeau and Lu Zhang
American Economic Review, 108 (8), 2018, 2212-2245

Persistent Crises and Levered Asset Prices with David Schreindorfer and Florian Schulz
Review of Financial Studies, 36 (6), 2023, 2571-2616