Annual Review of Financial Economics

2009 - 2023

From Annual Reviews
Annual Reviews 4139 El Camino Way Palo Alto, CA 94306, USA.
Bibliographic data for series maintained by http://www.annualreviews.org ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 15, issue 1, 2023

Introduction to the ARFE Theme on Financial Economics and COVID-19 pp. 1-5

Matthew Richardson

COVID-19: Epidemiological Models pp. 7-27

Andrew Atkeson

Macro-Financial Stability in the COVID-19 Crisis: Some Reflections pp. 29-54

Tobias Adrian, Fabio M. Natalucci and Mahvash Qureshi

Things Fall Apart: Fixed Income Markets in the COVID-19 Crisis pp. 55-68

Maureen O'Hara and Xing (Alex) Zhou

Financial Markets and the COVID-19 Pandemic pp. 69-89

Niels Gormsen and Ralph S.J. Koijen

Household Behavior (Consumption, Credit, and Investments) During the COVID-19 Pandemic pp. 91-113

Constantine Yannelis and Livia Amato

Introduction to the ARFE Theme on the Social Discount Rate pp. 115-125

Deborah Lucas

The Social Discount Rate: Legal and Philosophical Underpinnings pp. 127-145

W Viscusi

Fixing Our Public Discounting Systems pp. 147-164

Frédéric Cherbonnier and Christian Gollier

Missing Participants, Missing Markets, and the Social Discount Rate: Borrowing Constraints, Intergenerational Transfers, Altruism, and the Desire for Legacy pp. 165-184

Andrew Caplin and John Leahy

Reflections on What Financial Economics Can and Cannot Teach Us About the Social Discount Rate pp. 185-195

Deborah Lucas

Fiscal Capacity: An Asset Pricing Perspective pp. 197-219

Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan

Trends in State and Local Pension Funds pp. 221-238

Oliver Giesecke and Joshua Rauh

Sovereign Debt Puzzles pp. 239-263

Patrick Bolton, Mitu Gulati and Ugo Panizza

Banking Crises in Historical Perspective pp. 265-290

Carola Frydman and Chenzi Xu

Climate Stress Testing pp. 291-326

Viral V. Acharya, Richard Berner, Robert Engle, Hyeyoon Jung, Johannes Stroebel, Xuran Zeng and Yihao Zhao

Corporate Social Responsibility pp. 327-350

Harrison Hong and Edward Shore

The Changing Face of Chapter 11 Bankruptcy: Insights from Recent Trends and Research pp. 351-367

Edith Hotchkiss, Karin Thorburn and Wei Wang

Default and Bankruptcy Resolution in China pp. 369-385

Edith Hotchkiss, Kose John, Bo Li, Jacopo Ponticelli and Wei Wang

How to Use Microdata for Macro-Finance pp. 387-406

David Sraer and David Thesmar

Macro-Finance Models with Nonlinear Dynamics pp. 407-432

Winston Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig

Inflation and Asset Returns pp. 433-448

Anna Cieslak and Carolin Pflueger

Inflation-Adjusted Bonds, Swaps, and Derivatives pp. 449-471

Robert Jarrow and Yildiray Yildirim

Short-Term Rate Benchmarks: The Post-LIBOR Regime pp. 473-491

Bruce Tuckman

The Q-Measure Dynamics of Forward Rates pp. 493-522

Riccardo Rebonato

Smart Contracts and Decentralized Finance pp. 523-542

Kose John, Leonid Kogan and Fahad Saleh

Robo-Advice: Transforming Households into Rational Economic Agents pp. 543-563

Francesco D'Acunto and Alberto G. Rossi

Algorithmic Fairness pp. 565-593

Sanjiv Das, Richard Stanton and Nancy Wallace

IPOs and SPACs: Recent Developments pp. 595-615

Rongbing Huang, Jay Ritter and Donghang Zhang

Swing Pricing: Theory and Evidence pp. 617-640

Agostino Capponi, Paul Glasserman and Marko Weber

Pari-Mutuel Betting Markets: Racetracks and Lotteries Revisited pp. 641-662

William T. Ziemba

Volume 14, issue 1, 2022

The Village Money Market Revealed: Financial Access and Credit Chain Links Between Formal and Informal Sectors pp. 1-20

Parit Sripakdeevong and Robert M. Townsend

Zombie Lending: Theoretical, International, and Historical Perspectives pp. 21-38

Viral V. Acharya, Matteo Crosignani, Tim Eisert and Sascha Steffen

Bank Supervision pp. 39-56

Beverly Hirtle and Anna Kovner

The Economics of Liquidity Lines Between Central Banks pp. 57-74

Saleem Bahaj and Ricardo Reis

Sovereign Debt Sustainability and Central Bank Credibility pp. 75-93

Tim Willems and Jeromin Zettelmeyer

Bitcoin and Beyond pp. 95-115

Kose John, Maureen O'Hara and Fahad Saleh

Some Simple Economics of Stablecoins pp. 117-135

Christian Catalini, Alonso de Gortari and Nihar Shah

Nonbanks and Mortgage Securitization pp. 137-166

You Suk Kim, Karen Pence, Richard Stanton, Johan Walden and Nancy Wallace

Student Loans and Borrower Outcomes pp. 167-186

Constantine Yannelis and Greg Tracey

FinTech Lending pp. 187-207

Tobias Berg, Andreas Fuster and Manju Puri

Financing Health Care Delivery pp. 209-229

Jonathan Gruber

Financing Biomedical Innovation pp. 231-270

Andrew W. Lo and Richard T. Thakor

Private or Public Equity? The Evolving Entrepreneurial Finance Landscape pp. 271-293

Michael Ewens and Joan Farre-Mensa

The Effects of Public and Private Equity Markets on Firm Behavior pp. 295-318

Shai Bernstein

Private Finance of Public Infrastructure pp. 319-335

Eduardo Engel, Ronald Fischer and Alexander Galetovic

Factor Models, Machine Learning, and Asset Pricing pp. 337-368

Stefano Giglio, Bryan Kelly and Dacheng Xiu

Empirical Option Pricing Models pp. 369-389

David S. Bates

Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods pp. 391-413

Gurdip Bakshi, Xiaohui Gao and Zhaodong Zhong

The Pricing and Ownership of US Green Bonds pp. 415-437

Malcolm Baker, Daniel Bergstresser, George Serafeim and Jeffrey Wurgler

A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better? pp. 439-463

Alexander David and Pietro Veronesi

A Review of China's Financial Markets pp. 465-507

Grace Xing Hu and Jiang Wang

Corporate Debt and Taxes pp. 509-534

Michelle Hanlon and Shane Heitzman

Corporate Culture pp. 535-561

Gary B. Gorton, Jillian Grennan and Alexander K. Zentefis

Kindleberger Cycles: Method in the Madness of Crowds? pp. 563-585

Randall Morck