Welcome!
I am an Assistant Professor of Finance at the University of Delaware.
My research interests include Asset Pricing, Credit Risk, Labor, Macro-Finance, and Sovereign Debt. Please find my papers below.
Address:
Alfred Lerner College of Business and Economics,
University of Delaware,
Newark, DE
Website:
Email:
Publications
Time-varying Risk Premium and Unemployment Risk Across Age Groups [link] [SSRN version]
Internet Appendix [link]
Joint with Indrajit Mitra
Review of Financial Studies, 2020, 33(8): 3624-3673.
Blog summary [link]
Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads [link] [SSRN version]
Internet Appendix [link]
Joint with Hui Chen and Jun Yang
Journal of Financial Economics, 2021, 139(3): 770-799.
Illiquidity in Sovereign Debt Markets [link] [SSRN version] [download replication kit]
Joint with Juan Passadore
Journal of International Economics, Volume 137, July 2022, 103618.
Working papers
High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations [link]
Joint with Indrajit Mitra and Taeuk Seo
This version: May 2022
A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing [link]
Internet Appendix [link]
Joint with Indrajit Mitra
This version: June 2021
R&R, Review of Financial Studies
Domestic Banking Fragility and Sovereign Debt Capacity [link]
This version: August 2022