Showing results 11 - 20 of 37
Financial Market Risk Perceptions and the Macroeconomy. Emil Siriwardane, Adi Sunderam, , Paper, "In this appendix, we provide details about the data construction for all…
Social Risk, Fiscal Risk, and the Portfolio of Government Program. Samuel Hanson, David Scharfstein, Adi Sunderam, June 2018, Paper, "We develop a model of government portfolio…
March 2018, Paper: "We document a strong and robust positive relationship between the one-year real rate and the contemporaneous valuation of volatile stocks, which we contend…
Corporate Bond Liquidity: A Revealed Preference Approach. Adi Sunderam, March 20, 2018, Paper, "We propose a novel measure of bond market liquidity that does not depend on…
Do Fire Sales Create Externalities? Adi Sunderam, October 12, 2017, Opinion, "We develop three novel measures of how much of the price impact of their trading different…
Strengthening and Streamlining Bank Capital Regulation. Robin Greenwood, Samuel Hanson, Jeremy Stein, Adi Sunderam, August 2017, Paper, "We propose three core principles that…
Does Precautionary Savings Drive the Real Interest Rate? Evidence from the Stock Market. Emil Siriwardane, Adi Sunderam, August 6, 2017, Paper, "We document a strong and robust…
The Financial Regulatory Reform Agenda in 2017. Robin Greenwood, Samuel Hanson, Jeremy Stein, Adi Sunderam, February 2017, Paper, "We take stock of the post-crisis financial…
The Cross Section of Bank Value. Adi Sunderam, November 2016, Paper, "We study the determinants of value creation within U.S. commercial banks. We focus on three theoretically-…
Liquidity Transformation in Asset Management: Evidence form the Cash Holdings of Mutual Funds. Adi Sunderam, July 2016, Paper, "We study liquidity transformation in mutual…