N Aaron Pancost

N Aaron Pancost

University of Texas Austin - Austin / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 5312139
University of Texas at Austin
person_outline N Aaron Pancost's MOST POPULAR ARTICLES
1-) Special repo rates and the cross-section of bond prices: The role of the special collateral risk premium Review of Finance 26 (1), 117-162, 2022
2-) Measuring Measurement Error Working Paper, University of Texas at Austin, 2019
3-) The benchmark greenium Available at SSRN 4128109, 2023
4-) Zero-coupon yields and the cross-section of bond prices Review of Asset Pricing Studies 11 (2), 209-268, 2021
5-) The effects of capital requirements on good and bad risk-taking The Review of Financial Studies 36 (2), 733-774, 2023