Discussion paper DP18812 Complexity in Factor Pricing Models Antoine Didisheim Barry Ke Bryan Kelly Semyon Malamud 5 Feb 2024 Asset Pricing C3 C58 C61 G11 G12 G14
Discussion paper DP17194 The Virtue of Complexity in Return Prediction Bryan Kelly Semyon Malamud Kangying Zhou 7 Apr 2022 Financial Economics C3 C58 C61 G11 G12 G14
Discussion paper DP15557 Climate Finance Stefano Giglio Johannes Ströbel Bryan Kelly 14 Dec 2020 Financial Economics Macroeconomics and Growth
Discussion paper DP15239 Hedging macroeconomic and financial uncertainty and volatility Ian Dew-Becker Stefano Giglio Bryan Kelly 31 Aug 2020 Financial Economics Monetary Economics and Fluctuations
Discussion paper DP13730 Hedging Climate Change News Robert Engle Stefano Giglio Bryan Kelly Heebum Lee Johannes Ströbel 13 May 2019 Development Economics Financial Economics Public Economics G11 G18 Q54
Discussion paper DP12284 Firm Volatility in Granual Networks Stijn Van Nieuwerburgh Hanno Lustig Bryan Kelly 7 Sep 2017 Financial Economics E3 E20 G1 L14 L25
Discussion paper DP9822 The Price of Political Uncertainty: Theory and Evidence from the Option Market Pietro Veronesi Luboš Pástor Bryan Kelly 9 Feb 2014 Financial Economics Public Economics G12 G15 G18
Discussion paper DP9023 Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees Stijn Van Nieuwerburgh Hanno Lustig Bryan Kelly 24 Jun 2012 Financial Economics E44 E60 G12 G13 G18 G21 G28 H23
Discussion paper DP7180 Testing Asymmetric-Information Asset Pricing Models Alexander Ljungqvist Bryan Kelly 23 Feb 2009 Financial Economics G12 G14 G17 G24