Papers

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A Theory of Corporate Communication

Jordan Martel   May 01,2025

Working Paper No.00151-00

How should we expect firms to communicate with their shareholders in the presence of uncertainty? This paper studies a model... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Sep 25,2023

Working Paper No.00074-01

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to... Read More

The Tokenomics of Staking

Zhiheng He,Ke Tang, Lin William Cong (叢林)   Dec 30,2023

Working Paper No.00134-00

Blockchain-based platforms and decentralized finance prominently features ``staking'': Besides offering a convenience yield for transactions as digital media of exchange,... Read More

A Theory of Liquidity Spillover Between Bond and CDS Markets

Batchimeg Sambalaibat   Jul 07,2021

Working Paper No.00072-00

I build a search model of bond and credit default swap (CDS) markets with endogenous investor participation and show that... Read More