BFI Working Papers

Sharing research in progress—and refining it through rigorous discussion and debate—is a hallmark of scholarship at the Becker Friedman Institute for Economics.
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BFI Working Paper Sep 5, 2023

Judging Banks’ Risk by the Profits They Report

Ben S. Meiselman, Stefan Nagel, Amiyatosh Purnanandam
Topics:  Financial Markets
BFI Working Paper May 29, 2023

When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?

Serhiy Kozak, Stefan Nagel
Topics:  Financial Markets
BFI Working Paper Nov 28, 2022

Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows

Stefan Nagel, Zhen Yan
Topics:  Financial Markets
BFI Working Paper May 2, 2022

Expectations Data in Asset Pricing

Klaus Adam, Stefan Nagel
Topics:  Financial Markets
BFI Working Paper Feb 28, 2022

Dynamics of Subjective Risk Premia

Stefan Nagel, Zhengyang Xu
Topics:  Financial Markets
BFI Working Paper Jun 15, 2020

Treasury Inconvenience Yields during the COVID-19 Crisis

Zhiguo He, Stefan Nagel, Zhaogang Song
Topics:  COVID-19, Financial Markets