Research

All of my published and unpublished research projects. Click on each project to learn more.

Work in Progress

The Market Price of Risk and Macro-Financial Dynamics

Tobias Adrian, Matthew DeHaven, Fernando Duarte, Tara Iyer.

The Price of Risk Drives the Business Cycle

Tobias Adrian, Matthew DeHaven, Fernando Duarte.

Working Papers

No Content

Published Papers

Identifying Financial Crises Using Machine Learning on Textual Data

Mar 1, 2023. Mary Chen, Matthew DeHaven, Isabel Kitschelt, Seung Jung Lee, Martin J. Sicilian. Journal of Risk and Financial Management.

Other Research

Minute-by-Minute: Financial Markets' Reaction to the 2020 U.S. Election

Jul 3, 2024. Matthew DeHaven, Hannah Firestone, Chris Webster.

The Global Recovery: Lessons from the Past

Jun 22, 2021. Dario Caldara, Matthew DeHaven, Francsco Ferrante, Matteo Iacoviello. FEDS Notes.