Working Papers

 
 

A THEORY OF ECONOMIC COERCION AND FRAGMENTATION

Christopher Clayton, Matteo Maggiori, Jesse Schreger - Working Paper, March 2024

Paper


A FRAMEWORK FOR GEOeconomics

Christopher Clayton, Matteo Maggiori, Jesse Schreger - Working Paper, June 2023

Paper


International Currency Competition

Christopher Clayton, Amanda Dos Santos, Matteo Maggiori, Jesse Schreger - Working Paper, November 2024


THE GEOGRAPHY OF CAPITAL ALLOCATION IN THE EURO AREA

Roland Beck, Antonio Coppola, Angus Lewis, Matteo Maggiori, Martin Schmitz, Jesse Schreger - Working Paper, March 2023

Revise & Resubmit at Quarterly Journal of Economics

Paper


 

Publications

 

Internationalizing Like China

with Christopher Clayton, Amanda Dos Santos, and Jesse Schreger

Conditionally Accepted at the American Economic Review

Paper | NBER WP with further results

Selected media coverage: Bloomberg | The Economist | Business Insider


Corporate Debt Structure with Home and International Currency Bias

Matteo Maggiori, Brent Neiman, Jesse Schreger - Prepared for the IMF Annual Research Conference in honor of Kenneth Rogoff, 2024

IMF Economic Review, 2024

Paper


FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS

with Stefano Giglio, Johannes Stroebel, Zhenhao Tan, Stephen Utkus, Xiao Xu - Working Paper, March 2023

accepted at the Journal of Financial Economics, 2024

Moskowitz Prize for sustainable finance research (honorable mention)

Paper

Media Coverage: The Wall Street Journal


GLOBAL CAPITAL ALLOCATION

Annual Review of Economics, 2024

Sergio Florez-Orrego, Matteo Maggiori, Jesse Schreger, Ziwen Sun, Serdil Tinda

Paper


China in Tax havens

AEA Papers and Proceedings, May 2023

Christopher Clayton, Antonio Coppola, Amanda Dos Santos, Matteo Maggiori, Jesse Schreger

Paper

Related Non-Technical Brief

Media Coverage: Bloomberg | New York Times


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International Macroeconomics With Imperfect Financial Markets

Chapter in Handbook of International Economics, 2022

Paper | Video - short talk | Slides



Five Facts About Beliefs and Portfolios

AMERICAN ECONOMIC REVIEW, 2021

With Stefano Giglio, Johannes Stroebel, and Stephen Utkus

Paper | Appendix

Non-technical summary: Vox | Suerf

Media Coverage: WSJ | NBER Digest | Systemic Risk & Systematic Value

NYU Yuki Arai Prize for the best research paper in finance (2020)

MFA Outstanding Paper Award (2020)


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THE JOINT DYNAMICS OF INVESTOR BELIEFS AND TRADING DURING THE COVID-19 CRASH

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES, 2021

With Stefano Giglio, Johannes Stroebel, and Stephen Utkus

Paper

Media Coverage: Il Sole 24 Ore


Exchange Rate Reconnect

Review of Economics and Statistics, 2022

With Andrew Lilley, Brent Neiman, and Jesse Schreger

Paper | Appendix | Data & Code

Non-technical summary: Vox


Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Review of Financial Studies, 2021 (lead article)

With Stefano Giglio, Krishna Rao, Johannes Stroebel, and Andreas Weber

Paper

Non-technical summary: Vox

Media Coverage: Global Risk Institute


International Currencies and Capital Allocation

Journal of Political Economy, 2020 (Lead Article)

With Brent Neiman and Jesse Schreger

Paper | Appendix | Data & Code

AQR Insight Award (2018)

Non-technical summary: Vox

Short video: Youtube

Media Coverage: WSJ, Forbes, NBER Digest, PI, Market Watch 1, World Economic Forum, Market Watch 2, Central Banking, The Economist


China vs. U.S.: IMS Meets IPS

AEA Papers and Proceedings, 2019

With Emmanuel Farhi

Paper |

Media Coverage: Yahoo Finance


The Rise of the Dollar and Fall of the Euro as International Currencies

AEA Papers and Proceedings, 2019

With Brent Neiman and Jesse Schreger

Paper | Appendix


A Model of The International Monetary system

Quarterly Journal of Economics, 2018

With Emmanuel Farhi

Paper | Appendix

Video: Youtube

Non-technical Summary: Vox


Financial Intermediation, International Risk Sharing, and Reserve Currencies

American Economic Review, 2017

Paper | Appendix

Finance Theory Group Prize for Best Theory Papers on the Job Market, Second Prize (2012)

NYU Glucksman Institute Faculty Research Prize for the Best Paper in Finance (2013)


No-Bubble Condition: Model-Free Tests in Housing Markets

Econometrica, 2016

With Stefano Giglio and Johannes Stroebel

Paper | Appendix | Reply

Non-technical Summary: Vox


International Liquidity and Exchange Rate Dynamics

Quarterly Journal of Economics, 2015

With Xavier Gabaix

Paper | Appendix | Teaching Slides | Slides TeX Files

Media Coverage: Bloomberg


Very Long-Run Discount Rates

Quarterly Journal of Economics, 2015 (Lead Article)

With Stefano Giglio and Johannes Stroebel

Paper | Appendix | Rents Worksheet | Data Summary

NYU Glucksman Institute Faculty Research Prize for the Best Paper in Finance (2015)

Jacob Gold & Associates Best Paper Prize, ASU Sonoram Winter Finance Conference (2014)

Non-technical summary: Vox

Media Coverage: Economist 1 | Economist 2 | Forbes | National Review | CBS |  Business Spectator | NBER Digest | Lifefinance


Conditional Risk Premia in Currency Markets and Other Asset Classes

Journal of Financial Economics, 2014

With Martin Lettau and Michael Weber

Paper | Appendix | Dataset

AQR Insight Award (2013)