Ricardo T. Fernholz

Research

 

 

Working Papers:

 

The Rank Effect for Commodities (with Christoffer Koch)

 

Presentation Slides

 

 

Why Are Big Banks Getting Bigger? (with Christoffer Koch) Revise and Resubmit, Journal of Business and Economic Statistics

 

Presentation Slides

 

 

A Statistical Model of Inequality arXiv:1601.04093v1 [q-fin.EC], January 2016

 

Presentation Slides                  Econbrowser Summary

 

 

Publications:

 

Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account (with Kris Mitchener and Marc Weidenmier) Journal of International Money and Finance, Accepted

 

 

Nonparametric Methods and Local-Time-Based Estimation for Dynamic Power Law Distributions Journal of Applied Econometrics, Forthcoming

 

Presentation Slides

 

 

The Distributional Effects of Progressive Capital Taxes Journal of Economic Policy Reform, Forthcoming

 

 

Big Banks, Idiosyncratic Volatility, and Systemic Risk (with Christoffer Koch) American Economic Review: Papers & Proceedings, Forthcoming

 

 

A Model of Economic Mobility and the Distribution of Wealth Journal of Macroeconomics, December 2016, 50, p. 168-192

Presentation Slides

 

 

Exchange Rate Manipulation and Constructive Ambiguity International Economic Review, November 2015, 56(4), p. 1323-1348

Presentation Slides                  Supplemental Materials

 

 

Instability and Concentration in the Distribution of Wealth (with Robert Fernholz) Journal of Economic Dynamics and Control, July 2014, 44, p. 251-269

 

Presentation Slides                  VoxEu Column                       Baseline Scenario Discussion

 

 

Terrorism and the Invisible Hook (with S. Brock Blomberg and John-Clark Levin) Southern Economic Journal, April 2013, 79(4), p. 849-863

 

 

Work in Progress:

 

 

Structural Arbitrage

 

Asset Returns and Asset Price Distributions

 

 

 

 

 

Updated April 14, 2017