12 Key Publications

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  Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.

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  Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, :.

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  Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2022). Dynamic clustering of multivariate panel data Journal of Econometrics, :.

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  Daniel, K., Klos, A. and Rottke, S. (2022). The Dynamics of Disagreement Review of Financial Studies, :.

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  Markiewicz, A., Verhoeks, R., Verschoor, W. and Zwinkels, R. (2022). Inattentive Search for Currency Fundamentals IMF Economic Review, :.

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  Perotti, E. and Rola-Janicka, M. (2022). The Good, the Bad and the Missed Boom Review of Financial Studies, Volume 35(11):5025–5056.

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  Perotti, E., Martynova, N. and Suarez, J. (2022). “Capital forbearance in the bank recovery and resolution game” Journal of Financial Economics, :.

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  Jovanovic, B. and Menkveld, AlbertJ. (2022). Equilibrium bid-price dispersion Journal of Political Economy, 130(2):426--461.

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  Gryglewicz, S., Mancini, L., Morellec, E., Schroth, E. and Valta, P. (2022). Understanding Cash Flow Risk Review of Financial Studies, 35(8):3922--3973.

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  Andonov, A. and Rauh, JoshuaD. (2022). The Return Expectations of Public Pension Funds Review of Financial Studies, 35(8):3777–3822.

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  Ikefuji, M., Laeven, R., Magnus, J. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.