Research

Anna Pavlova


Publications

       A Model of Financialization of Commodities, 2016, Journal of Finance, 71(4), pp. 1511-1556. (With Suleyman Basak.)†††††††††††††††††††††††††††††††††††††††††††††††††† †††††††††††††††††††††††††††††††††††††††††††††††††††††††††††

        Asset Prices and Institutional Investors, 2013, American Economic Review, 103, pp. 1728-1758. (With Suleyman Basak.)†††††††††††††††††††††††††††††††††††††††††† ††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††† ††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††† †††††††††

       An Asset-Pricing View of External Adjustment, 2010, Journal of International Economics, 80, pp. 144-156. (With Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.)  Supplementary Appendix.                                                                                                                                                                               

       The Role of Portfolio Constraints in the International Propagation of Shocks, 2008, Review of Economic Studies, 75, pp.1215-1256. (With Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.)  This paper was previously circulated under the title "Wealth Transfers, Contagion and Portfolio Constraints," NBER working paper No. 11440 and CEPR discussion paper No. 5117.                                                                                                                                                                                                     

       Multiplicity in General Financial Equilibrium with Portfolio Constraints, 2008, Journal of Economic Theory, 142, pp. 100-127. (With Suleyman Basak, David Cass, and Juan Manuel Licari.)                                                                                                                                                                                             

       Optimal Asset Allocation and Risk Shifting in Money Management, 2007, Review of Financial Studies, 20(5), pp. 1583-1621. (With Suleyman Basak and Alex Shapiro.)  Winner, Institute for Quantitative Research in Finance (Q Group) project funding award, 2003.                                                                                                                                      

       Asset Prices and Exchange Rates, 2007, Review of Financial Studies, 20(4), pp. 1139-1181. (With Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.) This paper was previously circulated as NBER working paper No. 9834.                                                                                                                                                                    

       On Trees and Logs, 2004, Journal of Economic Theory, 116, pp. 41-83. (With David Cass.)                                                                                                                                           

       Monopoly Power and the Firmís Valuation: A Dynamic Analysis of Short versus Long-Term Policies, 2004, Economic Theory, 24, pp. 503-530. (With Suleyman Basak.) This paper was previously circulated as CEPR discussion paper No. 3425.

Longer version reprinted in: Essays in Dynamic General Equilibrium Theory: Festschrift for David Cass, 2005, pp. 1-34, Studies in Economic Theory, vol. 20. Heidelberg and New York: Springer.

Book Chapters

       International Macro-Finance, 2013, in: Gerard Caprio (ed.) Handbook of Safeguarding Global Financial Stability: Political, Social, Cultural, and Economic Theories and Models, Vol. 2, pp. 169-176, Oxford: Elsevier Inc. (With Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.)

Working Papers

       Cross-Border Equity Holdings and External Accounts. (With Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.)  July 2015.    ††††                                                                                               

       Structural Estimation of Systemic Risk: Measuring Contagion in the Sub-Prime Crisis. (With Pavitra Kumar and Roberto RigobonDescription: Description: Description: Description: Description: Description: C:\Users\Anna Pavlova\Dropbox\Web site\research_files\icon_out.png.)  August 2014.  †††††††††††††††††††††††† ††††                                                                                       

       A Dynamic Model with Import Quota Constraints. (With Suleyman Basak.) January 2010.                                                                                                                                                   

       Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (With Suleyman Basak and Alex Shapiro.) March 2004. (An old working paper version, CEPR discussion paper No. 5006. Parts of this work are used in "Optimal Asset Allocation and Risk Shifting in Money Management" published in the RFS, and "Offsetting the Incentives: Benefits of Benchmarking in Money Management," published in the JBF.)                                                                                                                                          

       Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty. October 2002.                                                                                                                         

       Papers on SSRN

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