Main Page

CV

Research

Teaching

Brandeis Page

"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)
          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)

"Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics"
Review of Finance, forthcoming (with Pavel Bandarchuk)

"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"
(with Mungo Wilson), January 2012.
         Handelsblatt article about this paper. English version on economicsintelligence.com.

"Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets"
(with Joshua M. Pollet and Mungo Wilson), September 2011.

"Inflation Derivatives Under Inflation Target Regimes"
(with Mordecai Avriel and Alon Raviv), September 2011.

"Conflicts of Interest on Corporate Boards: The Effect of Creditor-Directors on Acquisitions"
(with Elif Sisli-Ciamarra), August 2011.

"Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability"
(with Alon Raviv), May 2011.

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