A Quantitative Theory of the Credit Score

Econometrica, Vol. 91, No. 5 (September 2023), pp. 1803-1840

with Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull

Online Appendix Additional Materials NBER Working Paper

previously circulated as "A Theory of Credit Scoring and the Competitive Pricing of Default Risk"

Capital Requirements with Non-Bank Finance

conditionally accepted, Review of Economic Studies (new draft coming soon!)

ECB Working Paper Duke School of Law FinReg Blog Post

winner, ECB Lamfalussy Fellowship

previously circulated as "Safer Banks, Riskier Economy? Capital Requirements with Non-Bank Finance"

Borrowing Premia in Unsecured Credit Markets

JPE: Macro (revision requested June 2023)

with Felicia Ionescu

Slides

previously circulated as "Lending Standards and Borrowing Premia over the Business Cycle"

A Quantitative Theory of Relationship Lending

(March 2024, submitted)

with Miguel Faria-e-Castro

Slides

Saving for a Sunny Day: An Alternative Theory of Precautionary Savings

(June 2023)

with Luigi-Maria Briglia, Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull

Slides

What are Bank Lending Standards?

(coming soon)

with David Glancy and Felicia Ionescu

Who are the Credit Revolvers? An Empirical and Theoretical Investigation

(coming soon)

with Felicia Ionescu and Gajendran Raveendranathan