Interest Rate Risk and the Cross-Sectional Effects of Micro-Prudential Regulation
By Juliane Begenau, Vadim Elenev, and Tim Landvoigt
12th HEC-McGill Workshop, Mar 2025
Financial Technology and the 1990s Housing Boom
By Stephanie Johnson and Nitzan Tzur-Ilan
AFA/AREUEA Annual Meeting, Jan 2025
How Should Monetary Policy Respond to Housing Inflation?
By Javier Bianchi, Alisdair McKay, and Neil Mehrotra
NBER Monetary, Nov 2024
Financially Sophisticated Firms
By Lira Mota and Kerry Siani
NBER Corporate Finance, Nov 2024
Unlocking Mortgage Lock-In: Evidence from a Spatial Housing Ladder Model
By Julia Fonseca, Lu Liu, and Pierre Mabille
Federal Reserve Bank of San Francisco Conference on Advances in Macro-Finance Research, Oct 2024
Net Interest Margins and the Monetary Transmission Mechanism
By Martin Eichenbaum, Federico Puglisi, Sergio Rebelo, and Mathias Trabandt
Conference on Expectations, Prices, and Monetary Policy, Sep 2024
Before and After Target Date Investing: The General Equilibrium Implications of Retirement Saving Dynamics
By Adam Zhang
WFA Annual Meeting, Jun 2024
Precautionary Debt Capacity
By Deniz Aydin and Olivia S. Kim
WFA Annual Meeting, Jun 2024
Behavioral Lock-In: Aggregate Implications of Reference Dependence in the Housing Market
By Cristian Badarinza, Tarun Ramadorai, Junana Siljander, and Jagdith Tripathy
Bank of England Workshop on Household Finance and Housing, Jun 2024
Innovation Booms, Easy Financing, and Human Capital Accumulation
By Johan Hombert and Adrien Matray
SFS Cavalcade, May 2024
The Return of Return Dominance: Decomposing the Cross-Section of Prices
By Ricardo De La O, Xiao Han, and Sean Myers
University of Connecticut Finance Conference, May 2024
Interest Rate Risk and Household Portfolios
By Sylvain Catherine, Max Miller, James D. Paron, and Natasha Sarin
NBER Long Term Asset Pricing, Apr 2024
The Cross-Section of Housing Returns
By Halket, Loewenstein, and Willen
AFA/AREUEA Annual Meeting, Jan 2024
Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems
By Coimbra, Gomes, Michaelides, and Shen
AFA Annual Meeting, Jan 2024
Time Varying Risk Premia, Labor Market Dynamics, and Income Risk
By Meeuwis, Papanikolaou, Rothbaum, and Schmidt
AFA Annual Meeting, Jan 2024
Closing Costs, Refinancing, and Inefficiencies in the Mortgage Market
By David Zhang
UCLA Conference on Housing, Financial Markets and Monetary Policy, May 2023
Monetary Policy and Employment: Do Financial Constraints Matter?
By Julien Champagne and Emilien Gouin-Bonenfant
Wake Forest Empirical Macro Workshop, March 2023
Dynamic Financial Constraints in the Presence of Uncertainty: Theory and Evidence from Credit Lines
By Niklas Amberg, Tor Jacobson, Vincenzo Quadrini, and Anna Rogantini Picco
Macro Across the Pond, March 2023
Bank Funding Risk, Reference Rates, and Credit Supply (Video)
By Harry Cooperman, Darrell Duffie, Stephan Luck, Zachry Wang, and Yilin Yang
AFA Annual Meeting, January 2023
The Credit Channel of Monetary Policy Transmission: Evidence from the Chonsei System
By Baiyun Jing, Seongjin Park, and Anthony Lee Zhang
AREUEA Annual Meeting, January 2023
Bond Market Stimulus: Firm-Level Evidence from 2020-21
By Olivier Darmouni and Kerry Siani
SFS Cavalcade, May 2022
A Long and a Short Leg Make For a Wobbly Equilibrium
By Nicolae Garleanu, Stavros Panageas, and Geoffrey Zheng
SFS Cavalcade, May 2022
Housing Markets and the Heterogeneous Effects of Monetary Policy Across the Euro Area
By Stefano Pica
FRB Philadelphia Mortgage Market Research Conference, May 2022
Can Time-Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?
By Mohammad Ghaderi
AREUEA Meetings, January 2022
Household Heterogeneity and Optimal Mortgage Regulation
By Nina Biljanovska and Alexandros P. Vardoulakis
IMF Macro-Finance Research Conference, September 2021
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
By Arvind Krishnamurthy and Wenhao Li
EFA, August 2021
The End of Privilege
By Andrew Atkeson, Jonathan Heathcote, and Fabrizio Perri
NBER Asset Pricing Meeting, July 2021
Borrowing and Spending in the Money: the (un)Importance of the Cash-Out Refinance Channel of Monetary Policy
By Elliot Anenberg, Tess Scharlemann, and Eileen van Straelen
AREUEA National Conference, June 2021
Social Security and Trends in Wealth Inequality
By Sylvain Catherine, Max Miller, and Natasha Sarin
SFS Cavalcade, May 2021
Mortgage Pricing and Monetary Policy
By Matteo Benetton, Alessandro Gavazza, and Paolo Surico
FRBSF Advances in Financial Research Conference, October 2019
Competition and Incentives in the Mortgage Market: The Role of Brokers
By Claudia Robles-Garcia
NBER Household Finance Meeting, July 2019
Human Capitalists
By Andrea Eisfeldt, Antonio Falato, and Mindy Xiaolan
Texas Finance Festival, April 2019
Is Housing the Business Cycle? A Multi-resolution Analysis for OECD Countries
By Yuting Huang, Qiang Li, Kim Hiang Liow, and Xiaoxia Zhou
AREUEA Annual Meetings, January 2019
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy
By David Berger, Konstantin Milbradt, Fabrice Tourre, and Joseph Vavra
NBER Monetary Economics Meeting, November 2018
State Dependency of Monetary Policy: The Refinancing Channel
By Martin Eichenbaum, Sergio Rebelo, and Arlene Wong
NBER Economic Fluctuations and Growth Meeting, October 2018
Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices
By Deeksha Gupta
Tepper-LAEF Conference, September 2018
Bank Risk-Taking and the Real Economy: Evidence from the Housing Boom and its Aftermath
By Antonio Falato, Giovanni Favara, and David Scharfstein
SFS Cavalcade, May 2018
Anatomy of Corporate Borrowing Constraints
By Chen Lian and Yueran Ma
NBER Monetary Economics Meeting, March 2018
Color and Credit: Race, Regulation, and the Quality of Financial Services
By Taylor Begley and Amiyatosh Purnanandam
UNC Junior Faculty Roundtable, December 2017
An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts
By Tomasz Piskorski and Alexei Tchistyi
10th Macro Finance Society Workshop, Boston, November 2017
Regulating Household Leverage
By Anthony DeFusco, Stephanie Johnson, and John Mondragon
Housing: Micro Data, Macro Problems. Bank of England, June 2017
The Equity Premium and the One Percent
by Alexis Toda and Kieran Walsh
AFA Annual Meeting, Chicago, January 2017
Household Debt and Monetary Policy: Revealing the Cash-Flow Channel
by Martin Floden, Matilda Kilstrom, Josef Sigurdsson, and Roine Vestman
AEA Annual Meeting, Chicago, January 2017
Regional Heterogeneity and Monetary Policy
by Martin Beraja, Andreas Fuster, Erik Hurst, and Joseph Vavra
AEA Annual Meeting, Chicago, January 2017
By Juliane Begenau, Vadim Elenev, and Tim Landvoigt
12th HEC-McGill Workshop, Mar 2025
Financial Technology and the 1990s Housing Boom
By Stephanie Johnson and Nitzan Tzur-Ilan
AFA/AREUEA Annual Meeting, Jan 2025
How Should Monetary Policy Respond to Housing Inflation?
By Javier Bianchi, Alisdair McKay, and Neil Mehrotra
NBER Monetary, Nov 2024
Financially Sophisticated Firms
By Lira Mota and Kerry Siani
NBER Corporate Finance, Nov 2024
Unlocking Mortgage Lock-In: Evidence from a Spatial Housing Ladder Model
By Julia Fonseca, Lu Liu, and Pierre Mabille
Federal Reserve Bank of San Francisco Conference on Advances in Macro-Finance Research, Oct 2024
Net Interest Margins and the Monetary Transmission Mechanism
By Martin Eichenbaum, Federico Puglisi, Sergio Rebelo, and Mathias Trabandt
Conference on Expectations, Prices, and Monetary Policy, Sep 2024
Before and After Target Date Investing: The General Equilibrium Implications of Retirement Saving Dynamics
By Adam Zhang
WFA Annual Meeting, Jun 2024
Precautionary Debt Capacity
By Deniz Aydin and Olivia S. Kim
WFA Annual Meeting, Jun 2024
Behavioral Lock-In: Aggregate Implications of Reference Dependence in the Housing Market
By Cristian Badarinza, Tarun Ramadorai, Junana Siljander, and Jagdith Tripathy
Bank of England Workshop on Household Finance and Housing, Jun 2024
Innovation Booms, Easy Financing, and Human Capital Accumulation
By Johan Hombert and Adrien Matray
SFS Cavalcade, May 2024
The Return of Return Dominance: Decomposing the Cross-Section of Prices
By Ricardo De La O, Xiao Han, and Sean Myers
University of Connecticut Finance Conference, May 2024
Interest Rate Risk and Household Portfolios
By Sylvain Catherine, Max Miller, James D. Paron, and Natasha Sarin
NBER Long Term Asset Pricing, Apr 2024
The Cross-Section of Housing Returns
By Halket, Loewenstein, and Willen
AFA/AREUEA Annual Meeting, Jan 2024
Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems
By Coimbra, Gomes, Michaelides, and Shen
AFA Annual Meeting, Jan 2024
Time Varying Risk Premia, Labor Market Dynamics, and Income Risk
By Meeuwis, Papanikolaou, Rothbaum, and Schmidt
AFA Annual Meeting, Jan 2024
Closing Costs, Refinancing, and Inefficiencies in the Mortgage Market
By David Zhang
UCLA Conference on Housing, Financial Markets and Monetary Policy, May 2023
Monetary Policy and Employment: Do Financial Constraints Matter?
By Julien Champagne and Emilien Gouin-Bonenfant
Wake Forest Empirical Macro Workshop, March 2023
Dynamic Financial Constraints in the Presence of Uncertainty: Theory and Evidence from Credit Lines
By Niklas Amberg, Tor Jacobson, Vincenzo Quadrini, and Anna Rogantini Picco
Macro Across the Pond, March 2023
Bank Funding Risk, Reference Rates, and Credit Supply (Video)
By Harry Cooperman, Darrell Duffie, Stephan Luck, Zachry Wang, and Yilin Yang
AFA Annual Meeting, January 2023
The Credit Channel of Monetary Policy Transmission: Evidence from the Chonsei System
By Baiyun Jing, Seongjin Park, and Anthony Lee Zhang
AREUEA Annual Meeting, January 2023
Bond Market Stimulus: Firm-Level Evidence from 2020-21
By Olivier Darmouni and Kerry Siani
SFS Cavalcade, May 2022
A Long and a Short Leg Make For a Wobbly Equilibrium
By Nicolae Garleanu, Stavros Panageas, and Geoffrey Zheng
SFS Cavalcade, May 2022
Housing Markets and the Heterogeneous Effects of Monetary Policy Across the Euro Area
By Stefano Pica
FRB Philadelphia Mortgage Market Research Conference, May 2022
Can Time-Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?
By Mohammad Ghaderi
AREUEA Meetings, January 2022
Household Heterogeneity and Optimal Mortgage Regulation
By Nina Biljanovska and Alexandros P. Vardoulakis
IMF Macro-Finance Research Conference, September 2021
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
By Arvind Krishnamurthy and Wenhao Li
EFA, August 2021
The End of Privilege
By Andrew Atkeson, Jonathan Heathcote, and Fabrizio Perri
NBER Asset Pricing Meeting, July 2021
Borrowing and Spending in the Money: the (un)Importance of the Cash-Out Refinance Channel of Monetary Policy
By Elliot Anenberg, Tess Scharlemann, and Eileen van Straelen
AREUEA National Conference, June 2021
Social Security and Trends in Wealth Inequality
By Sylvain Catherine, Max Miller, and Natasha Sarin
SFS Cavalcade, May 2021
Mortgage Pricing and Monetary Policy
By Matteo Benetton, Alessandro Gavazza, and Paolo Surico
FRBSF Advances in Financial Research Conference, October 2019
Competition and Incentives in the Mortgage Market: The Role of Brokers
By Claudia Robles-Garcia
NBER Household Finance Meeting, July 2019
Human Capitalists
By Andrea Eisfeldt, Antonio Falato, and Mindy Xiaolan
Texas Finance Festival, April 2019
Is Housing the Business Cycle? A Multi-resolution Analysis for OECD Countries
By Yuting Huang, Qiang Li, Kim Hiang Liow, and Xiaoxia Zhou
AREUEA Annual Meetings, January 2019
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy
By David Berger, Konstantin Milbradt, Fabrice Tourre, and Joseph Vavra
NBER Monetary Economics Meeting, November 2018
State Dependency of Monetary Policy: The Refinancing Channel
By Martin Eichenbaum, Sergio Rebelo, and Arlene Wong
NBER Economic Fluctuations and Growth Meeting, October 2018
Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices
By Deeksha Gupta
Tepper-LAEF Conference, September 2018
Bank Risk-Taking and the Real Economy: Evidence from the Housing Boom and its Aftermath
By Antonio Falato, Giovanni Favara, and David Scharfstein
SFS Cavalcade, May 2018
Anatomy of Corporate Borrowing Constraints
By Chen Lian and Yueran Ma
NBER Monetary Economics Meeting, March 2018
Color and Credit: Race, Regulation, and the Quality of Financial Services
By Taylor Begley and Amiyatosh Purnanandam
UNC Junior Faculty Roundtable, December 2017
An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts
By Tomasz Piskorski and Alexei Tchistyi
10th Macro Finance Society Workshop, Boston, November 2017
Regulating Household Leverage
By Anthony DeFusco, Stephanie Johnson, and John Mondragon
Housing: Micro Data, Macro Problems. Bank of England, June 2017
The Equity Premium and the One Percent
by Alexis Toda and Kieran Walsh
AFA Annual Meeting, Chicago, January 2017
Household Debt and Monetary Policy: Revealing the Cash-Flow Channel
by Martin Floden, Matilda Kilstrom, Josef Sigurdsson, and Roine Vestman
AEA Annual Meeting, Chicago, January 2017
Regional Heterogeneity and Monetary Policy
by Martin Beraja, Andreas Fuster, Erik Hurst, and Joseph Vavra
AEA Annual Meeting, Chicago, January 2017