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Selected Publications
- "Insurers' and Banks' Market Connectedness: Generalized Event Study Estimates fromRandom Forest Residual Regresions", Geneva Papers on Risk and Insurance, Springer, 2023
- "Final Demand for Structured Finance Securities", Management Science, Volume 65, Pages 390-412, 2017
- "Insurance Theory and Challenges Facing the Development of Microinsurance Markets", Journal of Developmental Entrepreneurship, Edition 4, Volume 16, Pages 441-458, 2011
- "The Relationship Between Corporate Social Responsibility and Shareholder Value: An Empirical Test of the Risk Management Hypothesis", Strategic Management Journal, Volume 30, Pages 425-445, Wiley Interscience, 2009
- "Risky Loss Distributions and Modeling the Pay-out Tail", Review of Applied Economics, Volume 3, 2008
- "Were There Fire Sales in the RMBS Market?", Journal of Monetary Economics