Commonality in credit spread changes: Dealer inventory and intermediary distress Z He, P Khorrami, Z Song The Review of Financial Studies 35 (10), 4630-4673, 2022 | 56 | 2022 |
Comparative valuation dynamics in models with financing restrictions LP Hansen, P Khorrami, F Tourre Working Paper, 2018 | 14 | 2018 |
Entry and slow-moving capital: using asset markets to infer the costs of risk concentration P Khorrami Available at SSRN 2777747, 2021 | 10 | 2021 |
Rational sentiments and financial frictions P Khorrami, F Mendo Banco Central de Chile, 2021 | 10 | 2021 |
The risk of risk-sharing: Diversification and boom-bust cycles P Khorrami PhD diss. The University of Chicago, 2019 | 10 | 2019 |
Arbitrage and beliefs P Khorrami, A Zentefis CESifo Working Paper, 2020 | 3 | 2020 |
Fear, Indeterminacy, and Policy Responses P Khorrami, D Fuqua, F Mendo | 2 | 2023 |
Financial frictions and aggregate fluctuations P Khorrami Imperial College, 2021 | 2 | 2021 |
The Aggregate Effects of the Corporate Leverage Distribution P Khorrami, F Tourre 2021 Annual Meeting of the Society for Economic Dynamics, 2021 | 1 | 2021 |
Comparative Valuation Dynamics in Production Economies LP Hansen, P Khorrami, F Tourre | | 2024 |
Human Capital in a Time of Low Real Rates P Khorrami, J Sakong | | 2024 |
Risk Premia, Subjective Beliefs, and Forward Guidance A Cieslak, P Khorrami | | 2024 |
Segmentation and Beliefs: A Theory of Self-Fulfilling Idiosyncratic Risk P Khorrami, A Zentefis Available at SSRN 4425543, 2024 | | 2024 |
Risk Premia, Subjective Beliefs, and Bundled Monetary Shocks A Cieslak, P Khorrami | | 2023 |
Human Capital in a Time of Low Interest Rates P Khorrami, J Sakong | | 2023 |
Segmentation and Beliefs: A Theory of Self-Fulfilling Idiosyncratic Risk P Khorrami, A Zentefis Segmentation and Beliefs: A Theory of Self-Fulfilling Idiosyncratic Risk …, 2023 | | 2023 |
Macro, Money, and International Finance 21–22 July 2022 P Khorrami, F Mendo | | 2022 |
Macro, Money, and International Finance M Brunnermeier, N BOYARCHENKO, D Giannone, A Kovner, ... | | 2020 |
The Risk of Risk-Sharing: Do financial shocks drive boom-bust cycles? P Khorrami | | 2017 |