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Magdalena Grother, N. Aaron Pancost, and Stathis Tompaidis. Sept. 2023. Collateral Competition: Evidence from Central Counterparties.
Journal of Financial Economics 149(3): 536-5566.
N. Aaron Pancost, and Roberto Robatto. Feb 2023. Effects of Capital Requirements on Good and Bad Risk-Taking. Review of Financial Studies 36(2): 733-774.
Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium. By: Stefania D'Amico, N Aaron Pancost. Review of Finance. Feb2022, Vol. 26 Issue 1, p117-162.
Aaron Pancost. 2021. Zero-Coupon Yields and the Cross-Section of Bond Prices. Review of Asset Pricing Studies 11(2), 209-268.