Adrien d'Avernas

Adrien is an Assistant Professor of Finance at the Stockholm School of Economics. His research interests are in finance, macroeconomics, and asset pricing. Adrien is looking to further our understanding of the links between financial markets and business cycles.

Education: Ph.D. in Economics - University of California, Los Angeles Co-Advisors: Andrew Atkeson and Lee Ohanian

 

Publication

Adrien d’Avernas, Baiyang Han and Quentin Vandeweyer (2024). Intraday Liquidity and Money Market Dislocation, Management Science, Forthcoming

Adrien d’Avernas and Quentin Vandeweyer (2024). Treasury Bill Shortages and the Pricing of Short-Term Assets, Journal of Finance, vol 79, pp. 483-4141

Adrien d’Avernas, Huifeng Chang and Andrea L. Eisfeldt (2024). Bonds vs. Equities: Information for Investment, Journal of Finance, vol. 79, pp. 3893-3941

Adrien d’Avernas and Saki Bigio (2021). Financial Risk Capacity. American Economic Journal: Macroeconomics, vol. 13, pp. 142-81

Andrew G Atkeson, Adrien d'Avernas, Andrea L Eisfeldt and Pierre-Olivier  Weill (2018). Government Guarantees and the Valuation of American Banks. NBER Macroannual 2018, vol. 33