"Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads."

Chen, Hui, Yu Xu, and Jun Yang. Journal of Financial Economics Vol. 139, No. 3 (2021): 770-799. Download Paper.

"Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty."

Chen, Hui, Michael Michaux, and Nikolai Roussanov. Journal of Finance Vol. 75, No. 1 (2020): 323-375. Appendix. Download Paper.

"Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets."

Chen, Hui, Scott Joslin, and Sophie Ni. Review of Financial Studies Vol. 32, No. 1 (2019): 228-265. Download Paper.

"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle."

Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. Review of Financial Studies Vol. 31, No. 3 (2018): 852-897. Appendix. Download Paper.

"Macroeconomic Risk and Debt Overhang."

Chen, Hui, and Gustavo Manso. Review of Corporate Finance Studies Vol. 6, No. 1 (2017): 1-38.

"Dynamic Asset Allocation with Ambiguous Return Predictability."

Chen, Hui, Nengjiu Ju and Jianjun Miao. Review of Economic Dynamics Vol. 17, No. 4 (2014): 799-823. Download Paper.

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