Published Papers:
- The Aggregate Dynamics of Capital Structure and Macroeconomic Risk
The Review of Financial Studies, Forthcoming. (With: H. Bhamra, I Strebulaev)
- The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
The Review of Financial Studies, Forthcoming. (With: H. Bhamra, I Strebulaev)
Working Papers:
- Long-Run Risks, Credit Markets, and Financial Structure
July, 2009. (With: H. Bhamra, I Strebulaev)
- Consumption Volatility Risk
July, 2009. (With: Oliver Boguth)
- Disentangling Investment Returns and Stock Returns: The Importance of Time-to-Build
July, 2009.
- Asset Pricing with Real Investment Commitment
July, 2008.
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