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"In Search of Distress Risk"
Journal of Finance, December 2008 (with John Y. Campbell and Jan Szilagyi)

"Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt"
Review of Finance, April 2010 (with Yves Nosbusch) [SSRN]
          Deutsche Bank Prize in Financial Economics - Review of Finance Best Paper Award (Second Prize)

"Predicting Financial Distress and the Performance of Distressed Stocks"
Journal of Investment Management, Second Quarter 2011 (with John Y. Campbell and Jan Szilagyi) [SSRN]
          Harry M. Markowitz Award - Journal of Investment Management Best Paper Award (2011)

"Conflicts of Interest on Corporate Boards: The Effect of Creditor-Directors on Acquisitions"
Journal of Corporate Finance, February 2013 (with Elif Sisli-Ciamarra) [SSRN]
          Eastern Finance Association Outstanding Paper in Corporate Finance (2012)

"Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics"
Review of Finance, April 2013 (with Pavel Bandarchuk) [SSRN]

"Inflation Derivatives Under Inflation Target Regimes"
Journal of Futures Markets, forthcoming (with Mordecai Avriel and Alon Raviv) [SSRN]

"Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets"
Journal of Financial and Quantitative Analysis, conditionally accepted (with Joshua M. Pollet and Mungo Wilson), [Online Appendix]

"Measuring the Risk of Default: A Modern Approach"
Risk Management Association (RMA) Journal, July-August 2008 (with Robert A. Jarrow and Donald R. van Deventer)

"Credit Ratings and Credit Risk: Is one measure enough?"
(with Mungo Wilson), March 2013
         Handelsblatt article about this paper. English version on Economics Intelligence
         Handelszeitung article about this paper

"Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability"
(with Alon Raviv), September 2012
          Eastern Finance Association Outstanding Paper in Financial Institutions (2012)

"Is the Corporate Bond Market Forward Looking?"
October 2008