Going Global: Markups and Product Quality in the Chinese Art Market
With Jia Guo and Benjamin Mandel
Federal Reserve Bank of New York Staff Report 614, May 2013

When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads
With Shang-Jin Wei
Federal Reserve Bank of New York Staff Report 579, October 2012

Have Financial Markets Become More Informative?
With Thomas Philippon, and Alexi Savov
Federal Reserve Bank of New York Staff Report 578, October 2012

On Bounding Credit Event Risk Premia
With Pierre Collin-Dufresne, Robert S. Goldstein, and Jean Helwege
Federal Reserve Bank of New York Staff Report 577, October 2012 

Property Rights Gaps and CDS Spreads 
With Shang-JinWei
May 2012

Anchoring Credit Default Swap Spreads to Firm Fundamentals  
With Liuren Wu
November 2011

The CDS-Bond Basis During the Financial Crisis of 2007-2009  
With Pierre Collin-Dufresne
November 2011

Equity Premium Predictions with Adaptive Macro Indexes
Federal Reserve Bank of New York Staff Reports 475, October 2010

Jennie Bai's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.